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Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 1 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 001192AK9 4.400%SOUTHERN CO GAS CAPITAL 6/1/2043 0.00 5,556,000.00
FI 001192AM5 3.250%SOUTHERN CO GAS CAPITAL 6/15/2026 0.00 2,000,000.00
FI 00138CAF5 1.950%AIG GLOBAL FUNDING 10/18/2019 0.00 3,000,000.00
FI 00206RBH4 4.300%AT&T INC 12/15/2042 0.00 532,000.00
FI 00206RBN1 2.625%AT&T INC 12/1/2022 0.00 10,000,000.00
FI 00206RCG5 4.800%AT&T INC 6/15/2044 0.00 5,000,000.00
FI 00206RCL4 2.450%AT&T INC 6/30/2020 0.00 5,000,000.00
FI 00206RCM2 3.000%AT&T INC 6/30/2022 0.00 7,000,000.00
FI 00206RCT7 4.125%AT&T INC 2/17/2026 0.00 3,077,000.00
FI 00206RDG4 6.375%AT&T INC 3/1/2041 0.00 5,000,000.00
FI 00206RDK5 4.550%AT&T INC 3/9/2049 0.00 11,878,000.00
FI 002824BC3 2.350%ABBOTT LABORATORIES 11/22/2019 0.00 1,218,000.00
FI 002824BE9 3.400%ABBOTT LABORATORIES 11/30/2023 0.00 12,955,000.00
FI 002824BG4 4.750%ABBOTT LABORATORIES 11/30/2036 0.00 7,565,000.00
FI 00287YAP4 3.200%ABBVIE INC 11/6/2022 0.00 3,000,000.00
FI 00440EAR8 3.350%ACE INA HOLDINGS 5/15/2024 0.00 7,000,000.00
FI 00507UAR2 3.450%ALLERGAN (2M Prior Call) 3/15/2022 0.00 5,000,000.00
FI 00507UAS0 3.800%ALLERGAN (3m Prior Call) 3/15/2025 0.00 5,000,000.00
FI 00507UAT8 4.550%ALLERGAN (6m Prior Call) 3/15/2035 0.00 8,000,000.00
FI 00507UAU5 4.750%ALLERGAN (6m Prior Call) 3/15/2045 0.00 4,346,000.00
FI 008252AM0 4.250%AFFILIATED MANAGERS GROUP 2/15/2024 0.00 15,437,000.00
FI 009363AP7 2.375%AIRGAS INC 2/15/2020 0.00 10,000,000.00
FI 01609WAC6 2.500%ALIBABA GROUP HLDG LTD SR 11/28/2019 0.00 10,000,000.00
FI 01609WAQ5 3.600%ALIBABA GROUP HLDG LTD SR 11/28/2024 0.00 4,000,000.00
FI 018490AQ5 2.800%ALLERGAN (ALLERGAN) 3/15/2023 0.00 3,000,000.00
FI 01F042681 4.500%FNCL 4.5 8/18 1/1/2200 5,000,000.00 5,000,000.00
FI 02007MAF7 2.530%ALLYA 2018-1 A4 2/15/2023 4,500,000.00 4,500,000.00
FI 02007PAB9 1.380%ALLYA 2017-1 A2 (02/15/17 - 08/15/18) 10/15/2019 18,000,000.00 1,780,247.15
FI 023135AJ5 2.500%AMAZON.COM INC 11/29/2022 0.00 10,000,000.00
FI 023135AN6 3.800%AMAZON.COM INC 12/5/2024 0.00 5,000,000.00
FI 023135AP1 4.800%AMAZON.COM INC 12/5/2034 0.00 7,000,000.00
FI 023135AQ9 4.950%AMAZON.COM INC 12/5/2044 0.00 7,000,000.00
FI 025816BD0 2.650%AMERICAN EXPRESS CO 12/2/2022 0.00 20,010,000.00
FI 02582JHE3 1.770%AMXCA 2017-3 A (4/15/20) 11/15/2022 0.00 23,000,000.00
FI 02582JJB7 2.422%AMXCA 2018-5 A (5/15/23) 12/15/2025 0.00 16,000,000.00
FI 02587AAJ3 1.930%AMXCA 2017-1 A 9/15/2022 0.00 27,000,000.00
FI 0258M0DK2 2.125%AMERICAN EXPRESS CREDIT 3/18/2019 0.00 10,000,000.00
FI 0258M0EE5 2.200%AMERICAN EXPRESS CREDIT 3/3/2020 0.00 5,000,000.00
FI 0258M0EG0 2.700%AMERICAN EXPRESS CREDIT 3/3/2022 0.00 7,000,000.00
FI 02665UAA3 3.786%AH4R 2014-SFR2 A 10/17/2036 7,000,000.00 6,554,832.28
FI 02665WBZ3 2.000%AMERICAN HONDA FINANCE 11/13/2019 0.00 8,000,000.00
FI 02665WCA7 2.600%AMERICAN HONDA FINANCE 11/16/2022 0.00 6,000,000.00
FI 026874AZ0 6.250%AMERICAN INTL GROUP 5/1/2036 0.00 10,000,000.00
FI 026874CU9 4.875%AMERICAN INTL GROUP 6/1/2022 0.00 20,755,000.00
FI 026874DC8 3.875%AMERICAN INTL GROUP 1/15/2035 0.00 7,000,000.00
FI 030288AB0 5.000%AMERICAN TRANSMISSION SY 9/1/2044 0.00 5,000,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 2 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 031162BM1 3.875%AMGEN INC 11/15/2021 0.00 15,000,000.00
FI 035240AD2 3.750%ANHEUSER-BUSCH INBEV WORLDWIDE 1/15/2022 0.00 5,000,000.00
FI 035242AM8 4.700%ANHEUSER-BUSCH INBEV FIN 2/1/2036 0.00 12,000,000.00
FI 035242AN6 4.900%ANHEUSER-BUSCH INBEV FIN 2/1/2046 0.00 15,000,000.00
FI 037833AK6 2.400%APPLE INC 5/3/2023 0.00 11,000,000.00
FI 037833AR1 2.850%APPLE INC 5/6/2021 0.00 3,000,000.00
FI 037833BG4 3.200%APPLE INC 5/13/2025 0.00 5,000,000.00
FI 037833BH2 4.375%APPLE INC 5/13/2045 0.00 5,000,000.00
FI 037833BX7 4.650%APPLE INC 2/23/2046 0.00 5,000,000.00
FI 037833CG3 3.000%APPLE INC 2/9/2024 0.00 7,000,000.00
FI 037833CQ1 2.300%APPLE INC 5/11/2022 0.00 10,000,000.00
FI 037833CS7 1.800%APPLE INC 5/11/2020 0.00 10,000,000.00
FI 037833CU2 2.850%APPLE INC 5/11/2024 0.00 9,500,000.00
FI 037833DF4 2.750%APPLE INC 1/13/2025 0.00 20,000,000.00
FI 037833DK3 3.000%APPLE INC 11/13/2027 0.00 5,000,000.00
FI 039483BE1 4.535%ARCHER DANIELS 3/26/2042 0.00 15,243,000.00
FI 04650NAB0 5.350%AT&T INC 9/1/2040 0.00 1,142,000.00
FI 05348EAU3 3.500%AVALONBAY COMMUNITIES IN 11/15/2024 0.00 9,000,000.00
FI 05522RCW6 1.950%BACCT 2017-A1 (3/16/2020) 8/15/2022 0.00 50,000,000.00
FI 05531FAB9 6.850%BB&T CORPORATION 4/30/2019 0.00 17,660,000.00
FI 05531FAX1 2.750%BB&T CORPORATION 4/1/2022 0.00 12,000,000.00
FI 05541VAE6 4.000%BG ENERGY CAPITAL PLC 10/15/2021 0.00 5,000,000.00
FI 055657AB6 1.640%BMWLT 2017-1 A2 7/22/2019 8,000,000.00 2,801,578.31
FI 055657AC4 1.980%BMWLT 2017-1 A3 (11/18-8/19) 5/20/2020 11,500,000.00 11,500,000.00
FI 055657AD2 2.180%BMWLT 2017-1 A4 (8/19-10/19) 6/22/2020 9,000,000.00 9,000,000.00
FI 05582XAD4 1.430%BMWLT 2016-2 A3 (5/18-2/19) 9/20/2019 10,500,000.00 8,783,115.26
FI 059165EE6 2.800%BALTIMORE GAS & ELECTRIC 8/15/2022 0.00 10,000,000.00
FI 06050TJZ6 6.000%BANK OF AMERICA NA 10/15/2036 0.00 7,000,000.00
FI 06051GFB0 4.125%BANK OF AMERICA CORP 1/22/2024 0.00 10,000,000.00
FI 06051GFM6 4.000%BANK OF AMERICA CORP (SUB HC) 1/22/2025 0.00 5,000,000.00
FI 06051GFX2 3.500%BANK OF AMERICA CORP 4/19/2026 0.00 10,000,000.00
FI 06051GFZ7 2.503%BANK OF AMERICA CORP (10/21/21 CALL) 10/21/2022 0.00 5,000,000.00
FI 06051GGA1 3.248%BANK OF AMERICA CORP (10/21/26 CALL) 10/21/2027 0.00 7,000,000.00
FI 06051GGF0 3.824%BANK OF AMERICA CORP 1/20/2028 0.00 5,784,000.00
FI 06051GGP8 2.369%BANK OF AMERICA CORP 7/21/2021 0.00 12,000,000.00
FI 06051GGY9 2.738%BANK OF AMERICA CORP 1/23/2022 0.00 10,000,000.00
FI 06051GGZ6 3.366%BANK OF AMERICA CORP 1/23/2026 0.00 10,000,000.00
FI 06367THQ6 1.500%BANK OF MONTREAL 7/18/2019 0.00 5,370,000.00
FI 06367TYL8 2.100%BANK OF MONTREAL 6/15/2020 0.00 30,000,000.00
FI 06406HDD8 2.600%BANK OF NY MELLON CORP (7/17/20 CALL) 8/17/2020 0.00 10,000,000.00
FI 06406RAC1 2.661%BANK OF NY MELLON CORP 5/16/2023 0.00 9,750,000.00
FI 064159JG2 2.700%BANK OF NOVA SCOTIA 3/7/2022 0.00 20,000,000.00
FI 064159JX5 2.150%BANK OF NOVA SCOTIA 7/14/2020 0.00 10,000,000.00
FI 06427DAS2 3.574%BACM 2017-BNK3 A4 1/25/2027 3,500,000.00 3,500,000.00
FI 07177MAB9 4.000%BAXALTA INC (3/23/25 CALL) 6/23/2025 0.00 10,000,000.00
FI 07177MAN3 5.250%BAXALTA INC (12/23/44 CALL) 6/23/2045 0.00 5,000,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 3 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 07330MAA5 3.800%BB&T(SUB BANK) 10/30/2026 0.00 5,000,000.00
FI 07330NAD7 2.300%BB&T(BRANCH BANKING & TRUST) 10/15/2018 0.00 8,100,000.00
FI 075887BE8 2.675%BECTON DICKINSON AND CO 12/15/2019 0.00 4,356,000.00
FI 075887BF5 3.734%BECTON DICKINSON AND CO 12/15/2024 0.00 1,386,000.00
FI 075887BG3 4.685%BECTON DICKINSON AND CO 12/15/2044 0.00 3,000,000.00
FI 084659AK7 2.800%BERKSHIRE HATHAWAY ENERG 1/15/2023 0.00 5,000,000.00
FI 084659AM3 3.250%BERKSHIRE HATHAWAY ENERG 4/15/2028 0.00 7,000,000.00
FI 084659AP6 3.800%BERKSHIRE HATHAWAY ENERG 7/15/2048 0.00 5,000,000.00
FI 084670BK3 4.500%BERKSHIRE HATHAWAY INC 2/11/2043 0.00 10,000,000.00
FI 09247XAL5 3.500%BLACKROCK INC 3/18/2024 0.00 10,000,000.00
FI 09659QAB3 2.090%BMWOT 2018-A A2A 11/25/2020 17,000,000.00 16,253,030.32
FI 09659QAD9 2.350%BMWOT 2018-A A3 4/25/2022 16,500,000.00 16,500,000.00
FI 09659QAE7 2.510%BMWOT 2018-A A4 6/25/2024 7,000,000.00 7,000,000.00
FI 097023AS4 6.625%BOEING CO. 2/15/2038 0.00 5,000,000.00
FI 111021AE1 9.625%BRITISH TELECOM PLC 12/15/2030 0.00 8,825,000.00
FI 115637AS9 3.500%BROWN-FORMAN CORP 4/15/2025 0.00 3,000,000.00
FI 115637AT7 4.000%BROWN-FORMAN CORP 4/15/2038 0.00 6,137,000.00
FI 12189LBD2 4.150%BURLINGTN NORTH SANTA FE 12/15/2048 0.00 5,000,000.00
FI 12527EAD0 4.961%CFCRE 2011-C1 A4 4/15/2044 10,000,000.00 7,579,729.81
FI 125896BM1 3.875%CMS ENERGY CORP 3/1/2024 0.00 3,000,000.00
FI 125896BN9 4.875%CMS ENERGY CORP 3/1/2044 0.00 14,291,000.00
FI 126149AD5 7.250%UNILEVER (CPC INTL) 12/15/2026 0.00 5,380,000.00
FI 12624KAD8 3.147%COMM 2012-CR2 A4 8/15/2045 2,000,000.00 2,000,000.00
FI 12624KAJ5 2.841%COMM 2012-CR2 A3 8/15/2045 5,000,000.00 5,000,000.00
FI 12624KAJ5 2.841%COMM 2012-CR2 A3 8/15/2045 7,000,000.00 7,000,000.00
FI 12625KAE5 3.612%COMM 2013-CR8 A5 6/10/2046 5,000,000.00 5,000,000.00
FI 126408GK3 6.150%CSX CORP 5/1/2037 0.00 2,069,000.00
FI 126408GV9 4.250%CSX CORP (CALL 3/1/21) 6/1/2021 0.00 7,000,000.00
FI 126408GW7 4.750%CSX CORP (CALL 11/30/41) 5/30/2042 0.00 5,000,000.00
FI 12646UAA6 2.500%CSMC 2013-IVR1 A1 3/25/2043 15,000,000.00 8,079,071.06
FI 12646XAH5 2.500%CSMC 2013-IVR3 A1 5/25/2043 15,000,000.00 9,055,905.89
FI 12647GBF4 3.000%CSMC 2013-IVR4 A2 7/25/2043 10,000,000.00 5,542,484.86
FI 126650CB4 2.250%CVS CAREMARK CORP 12/5/2018 0.00 5,000,000.00
FI 126650CC2 4.000%CVS CAREMARK CORP 12/5/2023 0.00 9,521,000.00
FI 126650CE8 2.250%CVS CAREMARK CORP 8/12/2019 0.00 5,000,000.00
FI 126650CF5 3.375%CVS CAREMARK CORP 8/12/2024 0.00 3,000,000.00
FI 126650CN8 5.125%CVS HEALTH CORP 7/20/2045 0.00 5,000,000.00
FI 126650CV0 3.700%CVS HEALTH CORP 3/9/2023 0.00 10,000,000.00
FI 126650CW8 4.100%CVS HEALTH CORP 3/25/2025 0.00 7,000,000.00
FI 126650CX6 4.300%CVS HEALTH CORP 3/25/2028 0.00 10,000,000.00
FI 126650CZ1 5.050%CVS HEALTH CORP 3/25/2048 0.00 10,000,000.00
FI 136069VX6 2.100%CANADIAN IMPERIAL BANK 10/5/2020 0.00 30,000,000.00
FI 136375BN1 6.200%CANADIAN NATIONAL RAILWAY 6/1/2036 0.00 10,240,000.00
FI 14912L5F4 2.850%CATERPILLAR FINANCIAL SERV 6/1/2022 0.00 3,000,000.00
FI 14912L6N6 2.500%CATERPILLAR FINANCIAL SERV 11/13/2020 0.00 20,000,000.00
FI 14913Q2L2 3.450%CATERPILLAR FINANCIAL SERV 5/15/2023 0.00 12,000,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 4 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 151020AQ7 2.875%CELGENE CORP 8/17/2020 0.00 5,000,000.00
FI 161175AX2 3.579%CHARTER COMMUNICATIONS OPERATING 7/23/2020 0.00 5,000,000.00
FI 161571HC1 1.370%CHAIT 2016-A2 A (6/15/19) 6/15/2021 0.00 25,000,000.00
FI 161571HN7 2.267%CHAIT 2018-A1 A1 (4/15/21) 4/17/2023 0.00 11,000,000.00
FI 166764AG5 2.427%CHEVRON CORP 6/24/2020 0.00 5,000,000.00
FI 166764AH3 3.191%CHEVRON CORP 6/24/2023 0.00 5,000,000.00
FI 171340AK8 2.450%CHURCH & DWIGHT CO INC 8/1/2022 0.00 8,000,000.00
FI 171340AL6 3.950%CHURCH & DWIGHT CO INC 8/1/2047 0.00 3,000,000.00
FI 171340AN2 3.150%CHURCH & DWIGHT CO INC 8/1/2027 0.00 8,000,000.00
FI 17252MAM2 2.900%CINTAS CORPORATION NO. 2 4/1/2022 0.00 10,000,000.00
FI 17252MAN0 3.700%CINTAS CORPORATION NO. 2 4/1/2027 0.00 14,754,000.00
FI 17275RAH5 4.450%CISCO SYSTEMS INC 1/15/2020 0.00 5,000,000.00
FI 17275RAP7 2.900%CISCO SYSTEMS INC 3/4/2021 0.00 7,000,000.00
FI 17275RAR3 2.125%CISCO SYSTEMS INC 3/1/2019 0.00 15,000,000.00
FI 17275RBD3 2.200%CISCO SYSTEMS INC 2/28/2021 0.00 24,240,000.00
FI 172967BL4 6.625%CITIGROUP INC (SUB HOLDING) 6/15/2032 0.00 4,000,000.00
FI 172967EW7 8.125%CITIGROUP INC 7/15/2039 0.00 14,000,000.00
FI 172967JP7 3.300%CITIGROUP INC 4/27/2025 0.00 10,000,000.00
FI 172967KT7 3.257%CITIGROUP INC 6/7/2019 0.00 16,191,000.00
FI 172967KY6 3.200%CITIGROUP INC 10/21/2026 0.00 7,000,000.00
FI 172967LM1 2.876%CITIGROUP INC 7/24/2023 0.00 15,000,000.00
FI 17305EGA7 1.740%CCCIT 2017-A2 A2 (1/17/19) 1/19/2021 0.00 20,000,000.00
FI 17305EGB5 1.920%CCCIT 2017-A3 A3 (4/7/20) 4/7/2022 0.00 23,000,000.00
FI 17305EGG4 1.860%CCCIT 2017-A8 A8 (8/7/2020) 8/8/2022 0.00 23,000,000.00
FI 17305EGL3 2.416%CCCIT 2018-A2 A2 (1/20/23) 1/21/2025 0.00 21,800,000.00
FI 17313QAA6 5.653%CMLTI 2007-10 1A1A 9/25/2037 60,071,000.00 3,140,604.82
FI 17325FAA6 2.000%CITIBANK NA (02/2019 CALL) 3/20/2019 0.00 10,000,000.00
FI 17401QAG6 2.250%CITIZENS BANK NA/RI (02/02/2020 CALL) 3/2/2020 0.00 7,000,000.00
FI 17401QAJ0 2.200%CITIZENS BANK NA/RI (4/20 CALL) 5/26/2020 0.00 5,000,000.00
FI 17401QAL5 2.650%CITIZENS BANK NA/RI (4/26/20 CALL) 5/26/2022 0.00 5,000,000.00
FI 186108CK0 3.500%CLEVELAND ELECTRIC ILLUM 4/1/2028 0.00 6,000,000.00
FI 189054AS8 3.800%CLOROX COMPANY 11/15/2021 0.00 6,215,000.00
FI 189054AV1 3.100%CLOROX COMPANY 10/1/2027 0.00 3,954,000.00
FI 20030NAX9 6.400%COMCAST CORP 5/15/2038 0.00 10,000,000.00
FI 20030NBE0 4.650%COMCAST CORP 7/15/2042 0.00 4,268,000.00
FI 20030NBS9 3.150%COMCAST CORP 3/1/2026 0.00 5,570,000.00
FI 20030NCH2 3.550%COMCAST CORP 5/1/2028 0.00 10,000,000.00
FI 209111ES8 6.300%CONSOLIDATED EDISON CO OF NY 8/15/2037 0.00 15,000,000.00
FI 233050AB9 4.528%DBUBS 2011-LC1A A2 11/10/2046 10,000,000.00 1,020,061.63
FI 233331AV9 3.300%DTE ENERGY COMPANY 6/15/2022 0.00 7,000,000.00
FI 233331AX5 1.500%DTE ENERGY COMPANY 10/1/2019 0.00 10,000,000.00
FI 233331AY3 2.850%DTE ENERGY COMPANY 10/1/2026 0.00 20,000,000.00
FI 233851CH5 2.000%DAIMLER FINANCE NA LLC 7/6/2021 0.00 15,184,000.00
FI 233851CK8 2.200%DAIMLER FINANCE NA LLC 10/30/2021 0.00 7,000,000.00
FI 233851CM4 1.750%DAIMLER FINANCE NA LLC 10/30/2019 0.00 10,000,000.00
FI 244199BE4 2.600%JOHN DEERE & COMPANY 6/8/2022 0.00 7,000,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 5 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 244199BF1 3.900%JOHN DEERE & COMPANY 6/9/2042 0.00 5,000,000.00
FI 24422ETT6 2.650%JOHN DEERE CAPITAL CORP 6/24/2024 0.00 10,000,000.00
FI 24422ETZ2 2.350%JOHN DEERE CAPITAL CORP 1/8/2021 0.00 7,000,000.00
FI 24422EUA5 2.700%JOHN DEERE CAPITAL CORP 1/6/2023 0.00 5,000,000.00
FI 24422EUB3 3.050%JOHN DEERE CAPITAL CORP 1/6/2028 0.00 10,000,000.00
FI 25243YAX7 3.000%DIAGEO CAPITAL PLC 5/18/2020 0.00 8,000,000.00
FI 25243YAY5 3.500%DIAGEO CAPITAL PLC 9/18/2023 0.00 7,000,000.00
FI 25243YAZ2 3.875%DIAGEO CAPITAL PLC 5/18/2028 0.00 10,000,000.00
FI 25466AAD3 4.200%DISCOVER BANK 8/8/2023 0.00 13,000,000.00
FI 25466AAF8 3.200%DISCOVER FINANCIAL SVS 8/9/2021 0.00 10,000,000.00
FI 254683BK0 2.120%DCENT 2014-A4 A4 (6/17/19) 12/15/2021 0.00 17,500,000.00
FI 25746UBD0 7.000%DOMINION RESOURCES 6/15/2038 0.00 5,000,000.00
FI 25746UCB3 3.625%DOMINION RESOURCES 12/1/2024 0.00 10,000,000.00
FI 263901AD2 4.200%DUKE ENERGY INDIANA INC 3/15/2042 0.00 6,750,000.00
FI 26442CAB0 6.000%DUKE ENERGY CAROLINAS 1/15/2038 0.00 5,000,000.00
FI 26442CAH7 5.300%DUKE ENERGY CAROLINAS 2/15/2040 0.00 5,000,000.00
FI 26824KAA2 2.700%EADS FINANCE 4/17/2023 0.00 20,000,000.00
FI 278062AC8 2.750%EATON CORP (TURLOCK CORP) 11/2/2022 0.00 3,000,000.00
FI 278865AU4 3.250%ECOLAB INC 1/14/2023 0.00 5,000,000.00
FI 278865BD1 3.250%ECOLAB INC GLBL NT 12/1/2027 0.00 8,341,000.00
FI 29379VAZ6 3.350%ENTERPRISE PRODUCTS OPER 3/15/2023 0.00 10,000,000.00
FI 29379VBA0 4.850%ENTERPRISE PRODUCTS OPER 3/15/2044 0.00 5,771,000.00
FI 29379VBC6 5.100%ENTERPRISE PRODUCTS OPER 2/15/2045 0.00 4,000,000.00
FI 30219GAN8 3.400%EXPRESS SCRIPTS HOLDING CO 3/1/2027 0.00 5,000,000.00
FI 30219GAP3 4.800%EXPRESS SCRIPTS HOLDING CO 7/15/2046 0.00 3,000,000.00
FI 30219GAQ1 3.000%EXPRESS SCRIPTS HOLDING CO 7/15/2023 0.00 5,000,000.00
FI 31281AD74 6.000%FHLMC GOLD #N30126(RELO) 8/1/2032 56,481,059.00 340,784.68
FI 31283G5N3 7.000%FHLMC GOLD #G00853 1/1/2028 18,801,000.00 60,625.70
FI 31283G5N3 7.000%FHLMC GOLD #G00853 1/1/2028 50,000,000.00 161,230.00
FI 31283GGF8 8.000%FHLMC GOLD # G00198 1/1/2024 75,292,004.00 38,938.01
FI 31283GQ34 9.000%FHLMC GOLD #G00474 4/1/2025 59,690,552.00 110,367.83
FI 31283GRG4 7.000%FHLMC GOLD #G00487 6/1/2026 31,000,000.00 71,703.31
FI 31283HAV7 7.000%FHLMC GOLD #G00920 5/1/2028 25,594,811.00 57,678.16
FI 31283HAW5 7.500%FHLMC GOLD #G00921 4/1/2028 47,000,000.00 97,740.73
FI 31283HCU7 6.500%FHLMC GOLD #G00983 11/1/2028 19,895,703.00 68,748.81
FI 31283HEN1 6.000%FHLMC GOLD #GO1O41 6/1/2029 27,421,403.00 152,990.04
FI 31283HN27 7.000%FHLMC GOLD #G01309 8/1/2031 25,233,915.00 59,004.46
FI 31283HUA1 6.000%FHLMC GOLD #G01477 12/1/2032 39,984,860.00 294,496.89
FI 31283HV36 6.000%FHLMC GOLD #G01534 4/1/2033 33,698,946.00 419,012.02
FI 31287PST1 6.500%FHLMC GOLD #C64130 2/1/2032 40,000,000.00 100,058.00
FI 31287XEK8 6.500%FHLMC GOLD #C70138 8/1/2032 35,000,000.00 51,868.25
FI 31287XEK8 6.500%FHLMC GOLD #C70138 8/1/2032 89,676,067.02 132,895.45
FI 3128F4LC3 7.000%FHLMC GOLD #D64823 10/1/2025 49,500,005.00 73,569.38
FI 3128F7ND2 7.000%FHLMC GOLD #D67588 1/1/2026 29,700,000.00 14,796.24
FI 3128H6T46 4.500%FHLMC GOLD 15YR #E98671 8/1/2018 0.00 0.00
FI 3128K6V23 6.000%FHLMC GOLD #A46033 7/1/2035 22,167,512.00 150,485.71
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 6 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 3128LXAY6 6.000%FHLMC GOLD #G01823 5/1/2035 22,398,837.00 724,695.33
FI 3128LXC32 4.500%FHLMC GOLD #G01890 10/1/2035 20,152,124.00 650,894.46
FI 3128LXCX6 4.500%FHLMC GOLD #G01886 8/1/2035 20,456,413.00 755,986.59
FI 3128LXJ76 5.000%FHLMC GOLD #G02086 2/1/2036 158,000,000.00 4,445,821.38
FI 3128LXM31 4.500%FHLMC GOLD #G02178 3/1/2036 11,036,561.00 469,195.44
FI 3128LXM31 4.500%FHLMC GOLD #G02178 3/1/2036 13,301,649.00 565,490.74
FI 3128LXPQ7 4.500%FHLMC GOLD #G02231 6/1/2036 22,000,000.00 1,036,818.42
FI 3128M9NQ1 3.000%FHLMC GOLD #G07299 2/1/2043 27,763,963.00 14,897,892.95
FI 3128M9PF3 3.500%FHLMC GOLD #G07322 4/1/2043 51,049,469.00 26,058,520.00
FI 3128MBUJ4 4.500%FHLMC GOLD 15YR #G13085 4/1/2023 10,418,407.00 201,852.16
FI 3128MC3X1 4.500%FHLMC GOLD 15YR #G14214 12/1/2022 6,287,001.00 155,741.65
FI 3128MCJX4 4.500%FHLMC GOLD 15YR #G13678 12/1/2019 27,942,075.00 108,995.33
FI 3128MCN84 4.500%FHLMC GOLD 15YR #G13815 5/1/2025 107,000,000.00 7,809,297.63
FI 3128MDVZ3 4.500%FHLMC GOLD 15YR #G14932 10/1/2020 6,156,200.00 54,140.09
FI 3128ME6B2 2.500%FHLMC GOLD 15YR #G16066 2/1/2032 36,000,000.00 30,720,635.28
FI 3128MEDN8 3.500%FHLMC GOLD 15YR #G15309 6/1/2022 3,230,719.00 723,821.59
FI 3128MEDN8 3.500%FHLMC GOLD 15YR #G15309 6/1/2022 7,582,689.00 1,698,852.18
FI 3128MELG4 3.500%FHLMC GOLD 15YR #G15527 5/1/2030 22,000,000.00 10,233,773.66
FI 3128MELJ8 3.500%FHLMC GOLD 15YR #G15529 6/1/2030 11,548,140.00 5,668,966.45
FI 3128MJ2J8 4.500%FHLMC GOLD #G08776 8/1/2047 3,000,000.00 2,529,011.73
FI 3128MJ2P4 4.500%FHLMC GOLD #G08781 9/1/2047 4,189,711.00 3,509,664.43
FI 3128MJAD2 6.000%FHLMC GOLD #G08003 7/1/2034 50,000,000.00 1,466,474.50
FI 3128MJAG5 6.000%FHLMC GOLD #G08006 8/1/2034 19,000,000.00 686,981.67
FI 3128MJAG5 6.000%FHLMC GOLD #G08006 8/1/2034 26,586,219.00 961,276.06
FI 3128MJD49 5.500%FHLMC GOLD #G08122 4/1/2036 32,000,000.00 941,156.48
FI 3128MJD49 5.500%FHLMC GOLD #G08122 4/1/2036 63,632,781.00 1,871,512.63
FI 3128MJWC0 4.000%FHLMC GOLD #G08642 5/1/2045 12,073,536.00 5,913,647.15
FI 3128MJY61 3.000%FHLMC GOLD #G08732 11/1/2046 4,500,000.00 3,959,615.30
FI 3128MMAC7 5.000%FHLMC GOLD 15YR #G18002 7/1/2019 30,000,000.00 171,823.50
FI 3128MMRN5 3.000%FHLMC GOLD 15YR #G18492 1/1/2029 15,000,000.00 6,300,997.95
FI 3128MMRN5 3.000%FHLMC GOLD 15YR #G18492 1/1/2029 30,000,000.00 12,601,995.90
FI 3128MMSK0 3.500%FHLMC GOLD 15YR #G18521 8/1/2029 6,431,807.00 2,851,880.59
FI 3128MMSY0 3.000%FHLMC GOLD 15YR #G18534 12/1/2029 26,665,149.00 13,465,886.11
FI 3128MMSZ7 3.500%FHLMC GOLD 15YR #G18535 12/1/2029 2,833,440.00 1,293,150.54
FI 3128P7BN2 5.000%FHLMC GOLD 20YR #C90945 1/1/2026 46,111,754.00 1,603,014.72
FI 3128PRFA2 4.500%FHLMC GOLD 15YR #J11961 4/1/2025 2,346,495.00 214,509.37
FI 3128PRG52 4.000%FHLMC GOLD 15YR #J12020 4/1/2025 89,016,261.00 7,144,648.96
FI 3128PTE92 3.500%FHLMC GOLD 15YR #J13760 12/1/2025 22,659,563.00 2,530,797.42
FI 3128UNDR0 5.500%FHLMC 10/20 #H09112 11/1/2037 124,423,843.00 1,921,214.87
FI 31292G2S4 6.500%FHLMC GOLD #C00785 6/1/2029 26,734,344.00 115,988.82
FI 31292G4U7 6.500%FHLMC GOLD #C00835 7/1/2029 31,025,631.00 125,158.64
FI 31292G4U7 6.500%FHLMC GOLD #C00835 7/1/2029 35,104,111.00 141,611.39
FI 31292G4U7 6.500%FHLMC GOLD #C00835 7/1/2029 37,651,042.00 151,885.81
FI 31292G7H3 7.500%FHLMC GOLD #C00896 12/1/2029 50,000,000.00 112,207.00
FI 31292GGT7 8.000%FHLMC GOLD # C00210 1/1/2023 97,107,000.00 89,672.49
FI 31292GKB1 6.500%FHLMC GOLD #C00290 1/1/2024 54,373,660.00 220,289.45
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 7 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 31292GPJ9 7.500%FHLMC GOLD #C00425 10/1/2025 60,000,000.00 183,448.20
FI 31292GPM2 7.500%FHLMC GOLD #C00428 11/1/2025 44,550,000.00 126,407.51
FI 31292GPX8 7.000%FHLMC GOLD #C00438 12/1/2025 39,600,000.00 118,805.15
FI 31292GZF6 6.500%FHLMC GOLD #C00742 4/1/2029 21,592,449.00 103,863.57
FI 31292GZZ2 6.500%FHLMC GOLD #C00760 5/1/2029 24,585,071.00 112,948.73
FI 31292GZZ2 6.500%FHLMC GOLD #C00760 5/1/2029 26,633,826.00 122,361.12
FI 31292H2F0 5.500%FHLMC GOLD #C01674 11/1/2033 25,069,950.00 844,529.15
FI 31292H2F0 5.500%FHLMC GOLD #C01674 11/1/2033 35,097,930.00 1,182,340.81
FI 31292HAK0 7.500%FHLMC GOLD #C00910 1/1/2030 25,000,000.00 63,162.75
FI 31292HM27 7.000%FHLMC GOLD #C01277 11/1/2031 31,168,120.00 123,763.62
FI 31292HMU5 6.500%FHLMC GOLD #C01271 12/1/2031 25,000,000.00 137,864.25
FI 31292HX33 5.000%FHLMC GOLD #C01598 8/1/2033 35,053,494.00 1,272,797.63
FI 31292HYT5 5.000%FHLMC GOLD #C01622 9/1/2033 40,000,000.00 1,643,750.00
FI 31292HYU2 5.500%FHLMC GOLD #C01623 9/1/2033 30,000,000.00 957,303.30
FI 31292LAA3 3.500%FHLMC GOLD #C03601 1/1/2041 28,500,000.00 7,740,133.46
FI 31293FQU4 6.500%FHLMC GOLD #C19467 12/1/2028 49,995,000.00 69,194.08
FI 31293KTC0 6.000%FHLMC GOLD #C22347 2/1/2029 36,360,000.00 154,535.45
FI 31293MK76 6.500%FHLMC GOLD #C23918 3/1/2029 58,059,687.00 115,443.56
FI 31293PNL5 6.500%FHLMC GOLD #C25795 4/1/2029 17,248,389.00 75,003.58
FI 31293SCZ0 6.500%FHLMC GOLD #C28188 6/1/2029 18,530,125.00 81,780.67
FI 31293TF36 6.500%FHLMC GOLD #C29186 7/1/2029 26,044,980.00 110,688.30
FI 31293TF51 6.500%FHLMC GOLD #C29188 5/1/2029 23,545,288.00 40,052.65
FI 31293TH26 6.000%FHLMC GOLD #C29249 7/1/2029 27,461,582.00 126,882.12
FI 31293THW0 6.500%FHLMC GOLD #C29245 7/1/2029 26,584,256.00 44,182.24
FI 31293UCX0 6.500%FHLMC GOLD #C29986 8/1/2029 25,000,000.00 128,911.75
FI 3129422W4 4.000%FHLMC GOLD #A94389 10/1/2040 11,307,681.00 3,547,017.91
FI 312942US2 4.000%FHLMC GOLD #A94193 10/1/2040 20,917,279.00 6,373,217.13
FI 312943GB3 4.000%FHLMC GOLD #A94694 11/1/2040 19,941,360.00 6,095,118.36
FI 312943GB3 4.000%FHLMC GOLD #A94694 11/1/2040 40,000,000.00 12,226,083.60
FI 312943GD9 4.000%FHLMC GOLD #A94696 11/1/2040 9,127,949.00 3,860,255.55
FI 312943KU6 4.000%FHLMC GOLD #A94807 11/1/2040 12,464,606.00 4,500,060.31
FI 312943VW0 4.000%FHLMC GOLD #A95129 11/1/2040 16,229,890.00 5,980,640.46
FI 312944HW4 4.000%FHLMC GOLD #A95645 12/1/2040 58,503,309.00 20,405,387.28
FI 312945LU0 4.500%FHLMC GOLD #A96639 12/1/2040 10,097,850.00 3,808,297.39
FI 312945T32 3.500%FHLMC GOLD #A96870 2/1/2041 53,874,823.00 17,357,136.72
FI 312945XK9 4.500%FHLMC GOLD #A96982 2/1/2041 11,162,247.00 2,174,266.63
FI 312945ZL5 4.500%FHLMC GOLD #A97047 2/1/2041 65,000,000.00 10,752,357.85
FI 312945ZL5 4.500%FHLMC GOLD #A97047 2/1/2041 73,200,000.00 12,108,809.15
FI 31294B6B6 7.500%FHLMC GOLD #C35366 1/1/2030 25,000,000.00 12,143.75
FI 3129634K4 5.000%FHLMC GOLD 15YR #B11726 1/1/2019 25,000,000.00 74,653.75
FI 3129634K4 5.000%FHLMC GOLD 15YR #B11726 1/1/2019 29,784,118.00 88,939.84
FI 312964EW5 5.000%FHLMC GOLD 15YR #B11949 1/1/2019 25,000,000.00 93,016.75
FI 312966U51 4.500%FHLMC GOLD 15YR #B14204 5/1/2019 20,000,000.00 79,937.60
FI 312967TY8 4.500%FHLMC GOLD 15YR #B15067 6/1/2019 26,100,948.00 104,106.50
FI 31296K4R1 5.000%FHLMC GOLD #A11732 8/1/2033 35,088,944.00 2,522,738.23
FI 31296K5R0 5.000%FHLMC GOLD #A11756 8/1/2033 25,000,000.00 1,151,383.75
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 8 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 31296LEZ0 5.000%FHLMC GOLD #A11952 8/1/2033 35,000,000.00 1,955,105.25
FI 31296M5X3 5.000%FHLMC GOLD #A13562 9/1/2033 25,156,260.00 1,693,522.19
FI 31296MSQ3 5.000%FHLMC GOLD #A13227 9/1/2033 52,853,134.00 3,629,498.71
FI 31296MVG1 5.000%FHLMC GOLD #A13315 9/1/2033 36,709,377.00 1,682,619.45
FI 31296NGK7 5.000%FHLMC GOLD #A13802 9/1/2033 65,000,000.00 1,269,359.00
FI 31296NXD4 5.500%FHLMC GOLD #A14276 10/1/2033 25,299,526.00 258,800.74
FI 31296NXD4 5.500%FHLMC GOLD #A14276 10/1/2033 60,000,000.00 613,768.20
FI 31296PYZ9 5.000%FHLMC GOLD #A15228 10/1/2033 46,000,000.00 829,707.06
FI 31296PYZ9 5.000%FHLMC GOLD #A15228 10/1/2033 54,113,809.00 976,056.73
FI 31296RLW6 5.500%FHLMC GOLD #A16641 12/1/2033 35,638,000.00 454,018.14
FI 31296RTL2 5.500%FHLMC GOLD #A16855 12/1/2033 25,194,525.00 514,917.14
FI 31296SQT6 5.500%FHLMC GOLD #A17666 1/1/2034 40,089,586.00 735,691.61
FI 31297CNQ9 6.000%FHLMC GOLD #A24899 7/1/2034 24,281,413.00 421,275.23
FI 31297END4 6.000%FHLMC GOLD #A26688 9/1/2034 18,565,864.00 540,123.69
FI 31297LRX0 5.500%FHLMC GOLD #A31402 2/1/2035 25,026,140.00 283,792.42
FI 31307SQ30 2.500%FHLMC GOLD 15YR #J35874 12/1/2031 18,659,629.00 15,462,705.37
FI 31307SQZ9 2.500%FHLMC GOLD 15YR #J35872 12/1/2031 18,033,803.00 15,127,324.91
FI 31307SY56 2.500%FHLMC GOLD 15YR #J36132 2/1/2032 21,564,178.00 18,922,239.07
FI 3130A12B3 2.125%FEDERAL HOME LOAN BANK 3/13/2020 0.00 3,000,000.00
FI 3130A7CV5 1.375%FEDERAL HOME LOAN BANK 2/18/2021 0.00 4,500,000.00
FI 3130A8QS5 1.125%FEDERAL HOME LOAN BANK 7/14/2021 0.00 4,000,000.00
FI 3130A8Y72 0.875%FEDERAL HOME LOAN BANK 8/5/2019 0.00 3,000,000.00
FI 3130AABG2 1.875%FEDERAL HOME LOAN BANK 11/29/2021 0.00 9,500,000.00
FI 3130AAE46 1.250%FEDERAL HOME LOAN BANK 1/16/2019 0.00 250,000.00
FI 3130ABF92 1.375%FEDERAL HOME LOAN BANK 5/28/2019 0.00 9,500,000.00
FI 3130ACE26 1.375%FEDERAL HOME LOAN BANK 9/28/2020 0.00 10,000,000.00
FI 3130ADN32 2.125%FEDERAL HOME LOAN BANK 2/11/2020 0.00 5,000,000.00
FI 3130ADRG9 2.750%FEDERAL HOME LOAN BANK 3/10/2023 0.00 4,000,000.00
FI 3130ADUJ9 2.375%FEDERAL HOME LOAN BANK 3/30/2020 0.00 16,000,000.00
FI 3132GDBY7 3.500%FHLMC GOLD #Q00055 4/1/2041 32,000,000.00 13,238,490.88
FI 3132GFVU8 4.500%FHLMC GOLD #Q02427 8/1/2041 47,450,000.00 4,602,127.10
FI 3132HLG23 3.000%FHLMC GOLD #Q10217 8/1/2042 1,057,305.00 606,871.50
FI 3132HLS38 3.000%FHLMC GOLD #Q10538 8/1/2042 866,506.00 426,310.86
FI 3132HM6X4 3.000%FHLMC GOLD #Q11786 10/1/2042 27,349,583.00 15,087,029.06
FI 3132HNW70 3.000%FHLMC GOLD #Q12470 11/1/2042 1,807,109.00 877,711.23
FI 3132HP2L7 3.000%FHLMC GOLD #Q13479 11/1/2042 422,481.00 224,207.48
FI 3132HPNJ9 3.000%FHLMC GOLD #Q13093 11/1/2042 9,342,315.00 4,628,371.29
FI 3132HPQB3 3.000%FHLMC GOLD #Q13150 11/1/2042 5,250,880.00 2,667,235.17
FI 3132HQMA7 3.000%FHLMC GOLD #Q13953 12/1/2042 12,339,064.00 8,429,163.32
FI 3132HQUR1 3.000%FHLMC GOLD #Q14192 1/1/2043 2,877,503.00 1,360,469.81
FI 3132HRGD6 3.000%FHLMC GOLD #Q14696 1/1/2043 6,104,946.00 3,719,681.39
FI 3132HRGE4 3.000%FHLMC GOLD #Q14697 1/1/2043 16,537,079.00 9,986,039.68
FI 3132J62W3 3.000%FHLMC GOLD #Q15788 2/1/2043 1,061,420.00 661,049.69
FI 3132J62X1 3.000%FHLMC GOLD #Q15789 2/1/2043 2,108,036.00 1,285,855.37
FI 3132J65K6 3.500%FHLMC GOLD #Q15849 2/1/2043 114,000,000.00 48,166,455.78
FI 3132J6PR9 3.000%FHLMC GOLD #Q15431 2/1/2043 700,000.00 408,192.11
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 9 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 3132J6V50 3.000%FHLMC GOLD #Q15635 2/1/2043 358,031.00 180,256.71
FI 3132J82N9 3.000%FHLMC GOLD #Q17580 4/1/2043 15,078,963.00 8,614,896.71
FI 3132J84Z0 3.000%FHLMC GOLD #Q17639 4/1/2043 48,662,623.00 28,356,489.02
FI 3132J8HL7 3.000%FHLMC GOLD #Q17034 3/1/2043 2,036,631.00 1,227,246.12
FI 3132J8RZ5 3.000%FHLMC GOLD #Q17303 4/1/2043 7,673,886.00 5,606,378.89
FI 3132J9JQ2 3.000%FHLMC GOLD #Q17970 5/1/2043 16,928,717.00 8,619,341.75
FI 3132J9N79 3.500%FHLMC GOLD #Q18113 5/1/2043 28,311,878.00 15,218,689.33
FI 3132J9NE4 3.500%FHLMC GOLD #Q18088 4/1/2043 8,029,803.00 4,826,444.78
FI 3132J9SU3 3.500%FHLMC GOLD #Q18230 5/1/2043 18,115,064.00 9,718,184.40
FI 3132JA4V4 3.500%FHLMC GOLD #Q19435 7/1/2043 12,360,905.00 6,868,802.50
FI 3132JAQY4 3.500%FHLMC GOLD #Q19070 6/1/2043 10,852,340.00 5,918,306.69
FI 3132JAZD0 3.500%FHLMC GOLD #Q19339 6/1/2043 44,986,753.00 27,101,741.65
FI 3132JBPZ0 3.000%FHLMC GOLD #Q19939 7/1/2043 685,000.00 473,073.65
FI 3132JMAQ2 3.500%FHLMC GOLD #Q20015 7/1/2043 17,359,627.00 10,905,882.74
FI 3132JMM22 3.500%FHLMC GOLD #Q20377 8/1/2043 12,796,351.00 6,358,888.91
FI 3132L5AF0 3.000%FHLMC GOLD #V80006 4/1/2043 14,587,000.00 8,643,412.34
FI 3132L5AF0 3.000%FHLMC GOLD #V80006 4/1/2043 22,904,611.00 13,571,947.45
FI 3132L8WD5 4.000%FHLMC GOLD #V83344 8/1/2047 10,000,000.00 9,110,894.70
FI 3132L8YS0 4.000%FHLMC GOLD #V83421 9/1/2047 4,000,000.00 3,671,492.60
FI 3132L9J48 3.000%FHLMC GOLD # V83883 1/1/2048 10,316,566.00 10,169,678.73
FI 3132L9KU8 4.000%FHLMC GOLD #V83907 1/1/2048 2,853,878.00 2,725,263.96
FI 3132QQFQ0 4.000%FHLMC GOLD #Q33774 6/1/2045 11,188,505.00 4,591,135.22
FI 3132WFNS4 3.500%FHLMC GOLD #Q42200 8/1/2046 5,000,000.00 3,953,292.60
FI 3132WH5N1 3.000%FHLMC GOLD #Q44452 11/1/2046 10,000,000.00 8,870,035.10
FI 3132WHKD6 4.500%FHLMC GOLD #Q43891 10/1/2046 20,079,995.00 12,500,757.31
FI 3132WJUU3 3.000%FHLMC GOLD #Q45094 12/1/2046 18,500,000.00 16,697,829.90
FI 3132WJXP1 3.000%FHLMC GOLD #Q45185 12/1/2046 3,663,211.00 3,221,322.66
FI 3132WLLG9 4.000%FHLMC GOLD #Q46626 3/1/2047 10,684,635.00 8,890,482.20
FI 3132XT6L7 3.500%FHLMC GOLD #Q51774 10/1/2047 10,000,000.00 9,437,990.00
FI 3132XVN66 3.000%FHLMC GOLD #Q53112 8/1/2047 3,484,782.00 3,441,399.04
FI 3132XVXC2 3.500%FHLMC GOLD #Q53374 12/1/2047 5,000,000.00 4,946,501.85
FI 3132XWBJ9 3.500%FHLMC GOLD #Q53640 1/1/2048 5,000,000.00 4,855,540.10
FI 3132XWJM4 3.500%FHLMC GOLD #Q53867 1/1/2048 10,000,000.00 9,896,607.10
FI 3132XWXN6 3.500%FHLMC GOLD #Q54284 2/1/2048 8,535,408.00 8,461,067.24
FI 3132XXMB2 3.500%FHLMC GOLD #Q54853 3/1/2048 2,153,139.00 2,139,997.12
FI 31335BM60 3.500%FHLMC GOLD #G61281 1/1/2048 5,000,000.00 4,826,496.80
FI 31335GL60 7.500%FHLMC GOLD #C80349 10/1/2025 24,750,000.00 39,465.36
FI 31335GL60 7.500%FHLMC GOLD #C80349 10/1/2025 34,155,000.00 54,462.20
FI 31335GLY9 7.000%FHLMC GOLD #C80343 9/1/2025 49,536,092.00 66,329.82
FI 31335HSM6 6.500%FHLMC GOLD 20YR #C90524 2/1/2022 50,000,000.00 212,928.00
FI 313378WG2 2.500%FEDERAL HOME LOAN BANK 3/11/2022 0.00 2,000,000.00
FI 313383HU8 1.750%FEDERAL HOME LOAN BANK 6/12/2020 0.00 2,000,000.00
FI 3133XXP50 4.125%FEDERAL HOME LOAN BANK 3/13/2020 0.00 3,000,000.00
FI 3135G0D75 1.500%FANNIE MAE 6/22/2020 0.00 8,000,000.00
FI 3135G0F73 1.500%FANNIE MAE 11/30/2020 0.00 2,000,000.00
FI 3135G0G72 1.125%FANNIE MAE 12/14/2018 0.00 2,000,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 10 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 3135G0H55 1.875%FANNIE MAE 12/28/2020 0.00 1,000,000.00
FI 3135G0J20 1.375%FANNIE MAE 2/26/2021 0.00 9,000,000.00
FI 3135G0J53 1.000%FANNIE MAE 2/26/2019 0.00 2,000,000.00
FI 3135G0K36 2.125%FANNIE MAE 4/24/2026 0.00 6,500,000.00
FI 3135G0N33 0.875%FANNIE MAE 8/2/2019 0.00 3,000,000.00
FI 3135G0N82 1.250%FANNIE MAE 8/17/2021 0.00 2,000,000.00
FI 3135G0Q22 1.875%FANNIE MAE 9/24/2026 0.00 11,700,000.00
FI 3135G0Q89 1.375%FANNIE MAE 10/7/2021 0.00 4,000,000.00
FI 3135G0S38 2.000%FANNIE MAE 1/5/2022 0.00 9,400,000.00
FI 3135G0T29 1.500%FANNIE MAE 2/28/2020 0.00 5,000,000.00
FI 3135G0T45 1.875%FANNIE MAE 4/5/2022 0.00 6,000,000.00
FI 3135G0T60 1.500%FANNIE MAE 7/30/2020 0.00 6,000,000.00
FI 3135G0T78 2.000%FANNIE MAE 10/5/2022 0.00 5,000,000.00
FI 3135G0T94 2.375%FANNIE MAE 1/19/2023 0.00 12,000,000.00
FI 3135G0U35 2.750%FANNIE MAE 6/22/2021 0.00 21,000,000.00
FI 3135G0ZG1 1.750%FANNIE MAE 9/12/2019 0.00 3,000,000.00
FI 3135G0ZR7 2.625%FANNIE MAE 9/6/2024 0.00 12,300,000.00
FI 313615ST4 7.000%FNMA POOL #50930 11/1/2023 73,710,719.00 151,282.41
FI 313615TC0 7.000%FNMA POOL #50947 12/1/2023 63,870,235.00 182,855.37
FI 313615TW6 6.500%FNMA POOL # 50965 1/1/2024 73,500,000.00 280,034.27
FI 31365EBR3 7.000%FNMA POOL # 125248 10/1/2023 61,910,000.00 67,389.65
FI 31368HDE0 8.000%FNMA POOL #190101 1/1/2023 50,210,571.00 753.16
FI 31371H6S2 7.500%FNMA POOL #252981 1/1/2030 25,000,000.00 88,308.25
FI 31371HTA6 6.500%FNMA POOL #252645 8/1/2029 30,236,127.00 137,207.61
FI 31371J6X7 6.500%FNMA 20YR POOL # 253886 7/1/2021 19,000,000.00 40,273.35
FI 31371JRA4 8.000%FNMA POOL #253481 10/1/2030 10,000,000.00 28,834.40
FI 31371JRA4 8.000%FNMA POOL #253481 10/1/2030 50,000,000.00 144,172.00
FI 31371K5Z0 5.500%FNMA 20YR POOL #254764 6/1/2023 7,000,000.00 130,806.20
FI 31371K5Z0 5.500%FNMA 20YR POOL #254764 6/1/2023 50,000,000.00 934,330.00
FI 31371K7M7 5.500%FNMA 20YR POOL #254800 7/1/2023 10,000,000.00 230,589.20
FI 31371K7M7 5.500%FNMA 20YR POOL #254800 7/1/2023 50,000,000.00 1,152,946.00
FI 31371KNM9 6.500%FNMA 20YR POOL #254296 4/1/2022 33,000,000.00 200,916.87
FI 31371KNW7 6.500%FNMA 20YR POOL #254305 5/1/2022 20,008,238.00 115,086.38
FI 31371KNW7 6.500%FNMA 20YR POOL #254305 5/1/2022 24,332,965.00 139,962.00
FI 31371KUC3 6.500%FNMA POOL #254479 10/1/2032 29,607,729.00 326,761.26
FI 31371KVF5 5.500%FNMA POOL #254514 11/1/2032 38,582,390.00 528,961.87
FI 31371KWH0 5.500%FNMA POOL #254548 12/1/2032 30,500,000.00 899,896.40
FI 31371KWH0 5.500%FNMA POOL #254548 12/1/2032 31,000,000.00 457,324.40
FI 31371L4M8 5.500%FNMA 20YR POOL #255628 2/1/2025 25,101,377.00 996,822.37
FI 31371L6D6 5.500%FNMA 20YR POOL #255668 3/1/2025 25,000,000.00 1,102,499.00
FI 31371LA82 5.000%FNMA 20YR POOL #254831 8/1/2023 30,000,000.00 653,361.90
FI 31371LF87 5.500%FNMA DWARF POOL #254991 11/1/2018 40,120,000.00 36,223.55
FI 31371LFW4 6.000%FNMA POOL #254981 11/1/2033 25,810,439.00 617,179.99
FI 31371LHD4 5.500%FNMA POOL #255028 1/1/2034 35,000,000.00 1,035,290.90
FI 31371LHF9 5.500%FNMA 20YR POOL #255030 12/1/2023 22,000,000.00 589,395.18
FI 31371LPP8 5.000%FNMA POOL #255230 6/1/2034 27,000,000.00 1,117,223.55
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 11 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 31371LTT6 6.000%FNMA 20YR POOL #255362 8/1/2024 34,000,000.00 1,158,360.28
FI 31371MA80 5.000%FNMA 20YR POOL #255731 6/1/2025 50,444,732.00 1,814,693.74
FI 31371MNB9 5.000%FNMA 20YR POOL #256086 12/1/2025 26,149,714.00 923,931.89
FI 31371NMW2 6.500%FNMA 10/20 POOL #256973 11/1/2037 9,506,188.00 102,214.43
FI 31371NMW2 6.500%FNMA 10/20 POOL #256973 11/1/2037 25,000,000.00 268,810.25
FI 31371YU33 6.500%FNMA POOL # 266202 1/1/2024 49,000,000.00 96,005.21
FI 31372CAM0 6.500%FNMA POOL # 268312 1/1/2024 24,500,000.00 58,457.49
FI 31374GWE3 6.500%FNMA POOL #313945 1/1/2028 148,500,000.00 495,920.21
FI 31374TKM0 7.000%FNMA POOL #323500 1/1/2029 35,647,176.00 109,617.92
FI 31376KKM7 5.500%FNMA 20YR POOL #357700 1/1/2025 30,508,329.00 1,078,612.51
FI 31376KKS4 5.500%FNMA POOL #357705 2/1/2035 50,000,000.00 2,423,108.50
FI 31376KLV6 5.500%FNMA DWARF POOL #357740 3/1/2020 17,358,445.00 307,106.48
FI 31378TPD1 6.000%FNMA POOL #408220 1/1/2028 20,786,330.00 65,684.18
FI 31379YXT5 6.000%FNMA POOL #433690 11/1/2028 25,145,642.00 111,134.43
FI 3137BTUM1 3.347%FHMS K061 A2 11/25/2026 4,000,000.00 4,000,000.00
FI 3137EADB2 2.375%FREDDIE MAC 1/13/2022 0.00 10,200,000.00
FI 3137EADM8 1.250%FREDDIE MAC 10/2/2019 0.00 5,000,000.00
FI 3137EADR7 1.375%FREDDIE MAC 5/1/2020 0.00 5,000,000.00
FI 3137EAEC9 1.125%FREDDIE MAC 8/12/2021 0.00 6,600,000.00
FI 3137EAEE5 1.500%FREDDIE MAC 1/17/2020 0.00 7,500,000.00
FI 3137EAEF2 1.375%FREDDIE MAC 4/20/2020 0.00 2,000,000.00
FI 3137EAEH8 1.375%FREDDIE MAC 8/15/2019 0.00 2,000,000.00
FI 3137EAEJ4 1.625%FREDDIE MAC 9/29/2020 0.00 9,000,000.00
FI 3137EAEK1 1.875%FREDDIE MAC 11/17/2020 0.00 4,000,000.00
FI 3137EAEL9 2.375%FREDDIE MAC 2/16/2021 0.00 6,000,000.00
FI 3137EAEM7 2.500%FREDDIE MAC 4/23/2020 0.00 21,000,000.00
FI 31380HRX7 6.000%FNMA POOL #440702 11/1/2028 50,000,000.00 177,391.00
FI 31382GDS3 6.000%FNMA POOL #481713 2/1/2029 38,380,000.00 468,321.97
FI 31382NK68 6.500%FNMA POOL #487317 4/1/2029 23,816,154.00 127,393.32
FI 31382RSR5 6.500%FNMA POOL #490228 3/1/2029 28,216,662.00 102,280.04
FI 31382SGH8 6.500%FNMA POOL #490800 4/1/2029 31,786,238.00 83,169.65
FI 31382V4K7 6.500%FNMA POOL #494126 4/1/2029 20,987,716.00 67,270.88
FI 31382V6S8 6.500%FNMA POOL #494181 4/1/2029 23,914,648.00 87,631.16
FI 31382VVS0 6.500%FNMA POOL #493925 4/1/2029 21,000,000.00 51,952.95
FI 31382WA93 6.500%FNMA POOL #494232 4/1/2029 20,355,635.00 41,263.72
FI 31384VLW0 7.000%FNMA POOL #535041 12/1/2029 19,925,000.00 65,201.97
FI 31384VN99 7.500%FNMA POOL #535116 1/1/2030 43,447,407.00 124,451.62
FI 31384WDH0 5.500%FNMA POOL #535704 12/1/2030 45,512,569.00 407,812.19
FI 31385JRT7 6.000%FNMA POOL #545998 11/1/2032 47,552,791.00 400,417.33
FI 31385JRT7 6.000%FNMA POOL #545998 11/1/2032 66,573,907.00 560,584.25
FI 31385XM87 4.500%FNMA POOL #555783 10/1/2033 28,000,000.00 1,235,431.12
FI 31386BUH5 7.500%FNMA POOL #558684 1/1/2031 20,001,360.00 168,290.24
FI 31386HMR9 7.500%FNMA POOL #563868 1/1/2031 20,000,000.00 6,585.80
FI 31387TVT8 6.500%FNMA POOL #593826 8/1/2029 20,590,640.00 165,948.82
FI 31389VKJ5 6.000%FNMA POOL #636697 5/1/2032 32,800,000.00 262,180.90
FI 3138A52G6 4.000%FNMA POOL #AH4374 2/1/2041 51,513,174.00 9,462,956.67
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 12 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 3138A6SW1 4.500%FNMA POOL #AH5032 3/1/2041 40,000,000.00 4,979,105.60
FI 3138A7FZ6 4.500%FNMA POOL #AH5583 2/1/2041 36,000,000.00 6,084,009.72
FI 3138A7FZ6 4.500%FNMA POOL #AH5583 2/1/2041 59,500,000.00 10,055,516.07
FI 3138A7S58 4.500%FNMA POOL #AH5939 2/1/2041 34,000,000.00 6,470,158.52
FI 3138A82D7 4.500%FNMA POOL #AH7071 4/1/2041 11,485,838.00 3,331,631.90
FI 3138AEGG2 4.500%FNMA POOL #FN AI1098 7/1/2041 11,500,000.00 2,374,659.15
FI 3138AEGG2 4.500%FNMA POOL #FN AI1098 7/1/2041 12,400,000.00 2,560,502.04
FI 3138AKGQ6 4.000%FNMA POOL#AI5606 7/1/2041 40,051,465.00 7,215,855.37
FI 3138AMAQ8 4.500%FNMA POOL #AI7214 7/1/2041 12,000,000.00 1,686,123.96
FI 3138AMAQ8 4.500%FNMA POOL #AI7214 7/1/2041 32,500,000.00 4,566,585.73
FI 3138AMU45 4.500%FNMA POOL #AI7802 7/1/2041 48,000,000.00 10,047,618.72
FI 3138AMU45 4.500%FNMA POOL #AI7802 7/1/2041 68,000,000.00 14,234,126.52
FI 3138EGAR5 5.500%FNMA POOL #AL0015 5/1/2040 28,631,695.00 1,310,344.41
FI 3138EMNU1 2.500%FNMA DWARF POOL #AL4902 2/1/2029 30,000,000.00 13,819,750.50
FI 3138ER6B1 3.000%FNMA POOL #AL9865 2/1/2047 10,874,645.00 9,915,226.51
FI 3138ERA83 3.000%FNMA DWARF POOL #AL9030 8/1/2031 6,949,053.00 5,557,161.09
FI 3138ERCX6 3.000%FNMA POOL #AL9085 9/1/2046 2,808,000.00 2,479,840.81
FI 3138ERMB3 3.000%FNMA POOL #AL9353 10/1/2046 8,955,624.00 7,927,636.13
FI 3138ERYP9 4.000%FNMA POOL #AL9717 1/1/2047 18,475,000.00 16,220,840.12
FI 3138ESBT4 3.500%FNMA POOL #AL9949 2/1/2047 6,009,000.00 5,313,166.99
FI 3138W3QH9 3.000%FNMA POOL #AR5855 2/1/2043 4,349,000.00 2,631,772.00
FI 3138W6GA8 3.000%FNMA POOL #AR8292 5/1/2043 12,728,930.00 8,295,743.96
FI 3138WDHJ3 3.000%FNMA DWARF POOL # AS3832 11/1/2029 21,335,808.00 9,864,371.65
FI 3138WHLW0 3.000%FNMA POOL #AS7540 7/1/2046 13,378,890.00 11,149,502.95
FI 3138WJDC9 3.000%FNMA DWARF POOL #AS8198 10/1/2031 40,638,124.00 31,380,163.60
FI 3138WJMB1 3.000%FNMA POOL #AS8453 12/1/2046 2,136,016.00 1,931,467.33
FI 3138WJQ27 3.500%FNMA POOL #AS8572 12/1/2046 5,625,000.00 4,884,728.29
FI 3138WJUZ9 4.000%FNMA POOL #AS8699 1/1/2047 4,500,000.00 3,699,993.38
FI 3138WKR72 3.000%FNMA DWARF POOL #AS9509 4/1/2032 39,000,000.00 33,308,540.07
FI 3138WKRK3 4.000%FNMA POOL #AS9489 4/1/2047 4,000,000.00 3,494,586.08
FI 3138WQB84 2.500%FNMA DWARF POOL #AT2762 5/1/2028 8,001,512.00 3,340,813.13
FI 3138WRKW9 3.000%FNMA POOL #AT3908 7/1/2043 1,204,427.00 834,645.29
FI 3138WTYK6 2.500%FNMA DWARF POOL #AT6113 7/1/2028 11,327,178.00 6,391,054.24
FI 3138WVB83 3.000%FNMA POOL #AT7262 9/1/2043 1,869,732.00 1,276,377.65
FI 3138WVTB7 2.500%FNMA DWARF POOL #AT7745 6/1/2028 20,222,388.00 9,995,774.92
FI 3138WZJY9 2.500%FNMA DWARF POOL #AU0278 7/1/2028 17,999,763.00 8,259,481.59
FI 3138WZUR1 3.000%FNMA POOL #AU0591 8/1/2043 9,962,878.00 6,322,109.22
FI 3138X7A29 2.500%FNMA DWARF POOL #AU7224 9/1/2028 10,463,997.00 5,453,369.48
FI 3138X9CG2 2.500%FNMA DWARF POOL #AU9070 9/1/2028 14,329,590.00 6,872,657.22
FI 3138XDSK7 3.000%FNMA DWARF POOL #AV2321 12/1/2028 10,000,000.00 4,114,642.50
FI 3138Y9NP9 3.000%FNMA DWARF POOL #AX7597 1/1/2030 8,607,870.00 4,544,644.62
FI 3138Y9SL3 4.000%FNMA POOL# AX7722 2/1/2045 22,403,734.00 11,177,707.04
FI 3138YJMB9 3.000%FNMA DWARF POOL #AY4853 6/1/2030 22,775,842.00 11,040,359.60
FI 3138YLGW5 3.500%FNMA DWARF POOL #AY6512 3/1/2030 30,176,381.00 13,583,069.87
FI 3138YNDW4 4.000%FNMA POOL # AY8216 5/1/2045 24,015,573.00 10,249,630.42
FI 3138YTKK9 4.000%FNMA POOL #AZ2097 10/1/2045 4,168,320.00 3,418,664.78
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 13 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 31390TK81 6.500%FNMA POOL #655619 8/1/2032 34,661,190.00 197,018.71
FI 31391TWW4 5.500%FNMA POOL #676661 1/1/2033 170,000,000.00 2,437,895.20
FI 31400BZD1 6.000%FNMA POOL #683040 2/1/2033 19,500,000.00 88,566.86
FI 31400ESK7 6.000%FNMA POOL #685522 10/1/2033 40,155,968.00 981,519.07
FI 31400RKT7 6.000%FNMA POOL #695206 3/1/2033 58,025,623.00 1,044,654.44
FI 31401HSY9 5.500%FNMA POOL #708935 6/1/2033 41,788,134.00 559,581.98
FI 31401HSY9 5.500%FNMA POOL #708935 6/1/2033 41,788,135.00 559,581.99
FI 31401JKD9 5.500%FNMA POOL #709592 5/1/2033 50,000,000.00 973,476.00
FI 31401PFQ2 5.500%FNMA POOL #713975 7/1/2033 40,457,126.00 912,832.92
FI 31402C4H2 5.500%FNMA POOL #725424 4/1/2034 24,312,671.00 636,928.28
FI 31402C4H2 5.500%FNMA POOL #725424 4/1/2034 47,944,700.00 2,512,051.04
FI 31402CWW8 4.000%FNMA DWARF POOL #725261 11/1/2018 45,030,792.00 31,212.19
FI 31402QPA3 5.000%FNMA POOL #734917 8/1/2033 25,029,231.00 1,791,404.64
FI 31402QY39 5.500%FNMA POOL #735230 2/1/2035 37,198,503.00 1,339,957.41
FI 31402RDG1 6.000%FNMA POOL #735503 4/1/2035 39,000,000.00 1,359,626.97
FI 31402RFT1 5.000%FNMA POOL #735578 6/1/2035 241,898,705.00 8,551,336.93
FI 31402VYJ3 6.000%FNMA POOL #739713 10/1/2033 16,535,302.00 325,692.21
FI 31402WLX4 5.500%FNMA POOL #740242 9/1/2033 50,000,000.00 1,581,687.50
FI 31402YGQ1 4.500%FNMA POOL #741907 10/1/2033 22,581,037.00 2,155,514.21
FI 31403DDX4 5.500%FNMA POOL #745418 4/1/2036 31,672,598.00 1,018,773.50
FI 31403DQF9 5.000%FNMA POOL #745754 9/1/2034 21,916,714.00 1,641,042.67
FI 31403K5T6 6.000%FNMA POOL #751558 11/1/2033 11,629,323.00 531,205.38
FI 31403SRA6 6.000%FNMA 20YR POOL #756581 11/1/2023 1,488,968.00 30,393.25
FI 31404NE77 4.500%FNMA POOL #773358 5/1/2034 17,228,471.00 475,819.19
FI 31404NMV5 4.500%FNMA POOL #773572 5/1/2034 15,000,000.00 303,337.65
FI 31405AUQ4 4.500%FNMA POOL #783691 6/1/2034 15,800,000.00 460,350.70
FI 31405KCS8 5.500%FNMA POOL #791281 9/1/2034 29,793,659.00 614,078.89
FI 31405KGL9 5.500%FNMA POOL #791403 10/1/2034 10,223,761.00 443,958.44
FI 31405PH94 5.500%FNMA POOL #795056 10/1/2034 20,044,725.00 968,511.00
FI 31406HAA5 5.500%FNMA POOL #810101 3/1/2035 25,036,300.00 183,634.75
FI 31406UNZ7 5.500%FNMA DWARF POOL #820408 4/1/2020 12,758,506.00 181,366.25
FI 31407DZH1 5.500%FNMA POOL #827944 5/1/2035 48,050,016.00 1,408,771.21
FI 31407JZG0 5.000%FNMA POOL #832443 9/1/2035 55,022,087.00 2,016,659.08
FI 31407MHZ1 5.000%FNMA POOL #834648 8/1/2035 29,198,292.00 1,445,786.42
FI 31407WH89 5.000%FNMA POOL #842755 10/1/2035 54,114,643.00 1,652,057.82
FI 31407XZT1 5.500%FNMA POOL #844154 11/1/2035 21,655,768.00 1,090,470.57
FI 31407YPX1 5.500%FNMA POOL #844738 12/1/2035 37,769,270.00 712,284.62
FI 3140EVQE0 4.000%FNMA POOL #BC1352 3/1/2046 8,165,000.00 5,671,753.56
FI 3140EVVB0 3.000%FNMA POOL #BC1509 8/1/2046 4,922,000.00 4,261,711.14
FI 3140F25G1 3.000%FNMA POOL #BC7146 7/1/2046 21,758,545.00 17,929,570.47
FI 3140F4TC0 4.000%FNMA POOL #BC8646 6/1/2046 16,048,355.00 11,899,433.48
FI 3140F4VS2 4.000%FNMA POOL #BC8724 6/1/2046 13,772,250.00 9,991,070.91
FI 3140F5CV3 3.000%FANNIE MAE 12/1/2046 6,000,000.00 5,431,254.84
FI 3140F8YF8 3.000%FNMA POOL #BD1609 7/1/2046 2,445,741.00 2,234,108.98
FI 3140F9JE6 3.000%FNMA POOL #BD2060 6/1/2046 7,552,063.00 5,741,991.49
FI 3140FCS74 4.500%FNMA POOL #BD5041 2/1/2047 4,700,000.00 3,577,224.57
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 14 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 3140FCS74 4.500%FNMA POOL #BD5041 2/1/2047 12,000,000.00 9,133,339.32
FI 3140FEDR2 3.000%FNMA DWARF POOL #BD6411 9/1/2031 5,318,229.00 4,368,422.02
FI 3140FEFX7 3.000%FNMA POOL #BD6481 9/1/2046 4,772,305.00 4,382,506.56
FI 3140FG4H9 3.000%FNMA DWARF POOL #BD8923 10/1/2031 18,488,379.00 13,627,046.66
FI 3140FLWN4 4.000%FNMA POOL #BE1552 3/1/2047 14,587,988.00 13,044,023.21
FI 3140FNGH1 3.000%FNMA DWARF POOL #BE2899 11/1/2031 14,585,556.00 11,964,465.51
FI 3140FQEB9 3.000%FNMA POOL #BE4629 12/1/2046 2,489,156.00 2,252,911.90
FI 3140FTJF9 3.000%FNMA POOL #BE7461 1/1/2047 10,944,792.00 9,379,240.74
FI 3140FUZA9 3.000%FNMA POOL #BE8836 3/1/2047 5,500,000.00 4,998,017.42
FI 3140GPSV1 4.500%FNMA POOL #BH1431 4/1/2047 2,679,923.00 2,621,587.11
FI 3140GQRK4 3.500%FNMA POOL #BH2289 9/1/2047 10,804,688.00 10,489,689.31
FI 3140GXAV3 3.500%FNMA POOL #BH8119 10/1/2047 3,226,662.00 3,179,061.64
FI 3140GXZH7 3.000%FNMA POOL #BH8843 10/1/2047 2,260,688.00 2,227,991.65
FI 3140GY3Q0 3.000%FNMA POOL #BH9806 10/1/2047 2,259,952.00 2,224,686.29
FI 3140H1DJ6 3.500%FNMA POOL #BJ0104 10/1/2047 5,000,000.00 4,803,090.35
FI 3140H3QL3 3.000%FNMA POOL #BJ2258 12/1/2047 6,703,277.00 6,623,363.41
FI 3140H5HD6 3.000%FNMA POOL #BJ3827 1/1/2048 18,273,364.00 17,732,336.29
FI 3140H5KV2 3.000%FNMA POOL #BJ3907 1/1/2048 2,121,442.00 2,091,295.25
FI 3140H6G60 3.000%FNMA POOL #BJ4720 1/1/2048 3,491,717.00 3,248,646.53
FI 3140HAPZ7 4.000%FNMA POOL #BJ8539 2/1/2048 4,569,595.00 4,531,608.23
FI 3140HAQA1 4.000%FNMA POOL #BJ8548 2/1/2048 4,731,075.00 4,698,445.91
FI 3140J6GN1 4.500%FNMA POOL #BM2004 1/1/2048 6,629,527.00 5,824,877.91
FI 3140Q75V5 3.500%FNMA POOL #CA0859 12/1/2047 9,000,000.00 8,691,320.16
FI 3140Q7VN4 4.000%FNMA POOL #CA0620 10/1/2047 4,500,000.00 4,292,909.64
FI 3140Q7VN4 4.000%FNMA POOL #CA0620 10/1/2047 8,000,000.00 7,631,839.36
FI 3140Q8AT2 3.500%FNMA POOL #CA0917 12/1/2047 6,300,000.00 6,082,351.88
FI 3140Q8E43 3.500%FNMA POOL #CA1054 1/1/2048 25,000,000.00 24,539,383.50
FI 3140Q8QC2 3.000%FNMA POOL #CA1350 2/1/2048 2,764,704.00 2,742,065.91
FI 31410FVW2 5.500%FNMA POOL #888129 2/1/2037 24,839,056.00 645,261.30
FI 31410G3A9 5.500%FNMA POOL #889193 2/1/2035 112,105,433.00 6,840,829.35
FI 31410KJ39 5.000%FNMA POOL #889582 12/1/2036 55,000,000.00 2,657,007.10
FI 31410LB76 4.000%FNMA DWARF POOL #890262 8/1/2020 22,720,824.00 194,940.35
FI 31410LFE7 5.500%FNMA POOL #890365 7/1/2041 58,049,253.00 3,183,700.83
FI 31412PWW7 4.000%FNMA DWARF POOL #931361 6/1/2019 46,902,480.00 492,272.01
FI 31413RQC3 6.500%FNMA 10/20 POOL #953251 10/1/2037 10,227,847.00 149,494.51
FI 31413YJA0 6.500%FNMA 10/20 POOL #959357 11/1/2037 18,366,770.00 339,187.04
FI 31414AU67 5.000%FNMA POOL #960605 8/1/2037 159,000,000.00 9,694,761.06
FI 31414LW38 5.500%FNMA POOL #969666 2/1/2038 38,825,672.00 791,546.35
FI 31416RBL6 4.000%FNMA DWARF POOL #AA7242 12/1/2018 37,381,248.00 46,212.94
FI 31416XHZ6 3.000%FNMA DWARF POOL #AB2047 1/1/2026 25,800,000.00 5,465,735.93
FI 31416XQ52 4.500%FNMA POOL #AB2275 2/1/2041 60,000,000.00 18,401,970.00
FI 31416XVU1 4.500%FNMA POOL #AB2426 3/1/2041 12,694,705.00 2,380,209.71
FI 31417A7G8 3.500%FNMA DWARF POOL #AB4494 2/1/2027 16,288,799.00 3,813,571.09
FI 31417AXP9 3.500%FNMA DWARF POOL #AB4285 1/1/2027 25,535,529.00 4,694,526.73
FI 31417DU68 3.000%FNMA POOL #AB6904 11/1/2042 3,061,382.00 1,771,662.85
FI 31417FU30 3.000%FNMA POOL #AB8701 3/1/2043 2,785,081.00 1,657,845.39
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 15 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 31417G2L9 2.500%FNMA DWARF POOL #AB9778 7/1/2028 16,612,332.00 8,196,904.03
FI 31417GAS5 3.000%FNMA POOL #AB9016 4/1/2043 2,555,000.00 1,550,612.07
FI 31417Y3Z8 3.500%FNMA DWARF POOL #MA0815 8/1/2021 40,812,660.00 3,715,573.55
FI 31417YUH8 4.000%FNMA POOL #MA0583 12/1/2040 72,000,000.00 12,419,632.80
FI 31418CEF7 3.000%FNMA POOL #MA2833 12/1/2046 2,675,000.00 2,379,354.51
FI 31418CFD1 3.000%FNMA POOL #MA2863 1/1/2047 2,696,000.00 2,430,951.71
FI 31418CGD0 3.000%FNMA POOL #MA2895 2/1/2047 6,305,000.00 5,724,011.71
FI 31418CJA3 3.000%FNMA POOL #MA2956 4/1/2047 11,454,399.00 10,501,490.37
FI 31418CKV5 3.000%FNMA POOL #MA3007 4/1/2047 3,397,792.00 3,142,938.61
FI 31418CNY6 3.000%FNMA POOL #MA3106 8/1/2047 6,934,951.00 6,602,432.58
FI 31418CPG3 4.500%FNMA POOL #MA3122 9/1/2047 4,000,000.00 3,394,812.68
FI 31418CRC0 3.500%FNMA POOL #MA3182 11/1/2047 5,000,000.00 4,764,492.00
FI 31418CRC0 3.500%FNMA POOL #MA3182 11/1/2047 10,175,784.00 9,696,488.29
FI 31418CS54 4.000%FNMA POOL #MA3239 1/1/2048 3,000,000.00 2,868,519.42
FI 31418CU77 3.500%FNMA POOL #MA3305 3/1/2048 17,650,955.00 17,245,936.54
FI 31418CUA0 3.500%FNMA POOL #MA3276 2/1/2048 5,000,000.00 4,870,367.40
FI 31418PSV8 4.000%FNMA DWARF POOL #AD2331 3/1/2025 19,000,000.00 1,519,759.46
FI 31419ANJ2 5.500%FNMA POOL #AE0392 12/1/2039 63,384,919.00 3,076,232.38
FI 31419ATE7 4.500%FNMA POOL #AE0548 11/1/2040 62,500,000.00 10,261,323.13
FI 31419BBT1 4.000%FNMA POOL #AE0949 2/1/2041 50,958,872.00 11,948,038.29
FI 31419BBT1 4.000%FNMA POOL #AE0949 2/1/2041 58,427,181.00 13,699,090.43
FI 31419KWK7 4.000%FNMA POOL #AE8749 12/1/2040 36,000,000.00 12,756,062.88
FI 31419LC76 4.000%FNMA POOL #AE9093 12/1/2040 53,116,775.00 10,619,847.70
FI 31419LXK4 4.000%FNMA POOL #AE9681 12/1/2040 74,807,795.00 26,400,279.04
FI 31419LZY2 4.000%FNMA POOL #AE9758 12/1/2040 45,000,000.00 10,417,346.10
FI 31428XAW6 5.100%FEDEX CORP 1/15/2044 0.00 6,500,000.00
FI 31428XAZ9 2.300%FEDEX CORP 2/1/2020 0.00 7,797,000.00
FI 31428XBB1 4.100%FEDEX CORP 2/1/2045 0.00 6,040,000.00
FI 31428XBC9 3.200%FEDEX CORP 2/1/2025 0.00 7,220,000.00
FI 31677AAB0 3.850%FIFTH THIRD BANK 3/15/2026 0.00 21,431,000.00
FI 341081FF9 4.125%FLORIDA POWER & LIGHT 2/1/2042 0.00 7,000,000.00
FI 34354PAC9 3.500%FLOWSERVE CORP 9/15/2022 0.00 10,000,000.00
FI 34528QFD1 1.950%FORDF 2016-5 A1 (11/15/2019) 11/15/2021 0.00 10,000,000.00
FI 34530MAA7 2.260%FORDR 2014-1 (5/15/2019) 11/15/2025 0.00 13,250,000.00
FI 34531EAE6 1.920%FORDO 2017-A A4 4/15/2022 2,179,000.00 2,179,000.00
FI 34531GAB7 1.560%FORDL 2017-A A2A 11/15/2019 4,000,000.00 1,343,761.75
FI 34531GAD3 1.880%FORDL 2017-A A3 4/15/2020 10,000,000.00 10,000,000.00
FI 34531GAE1 2.020%FORDL 2017-A A4 6/15/2020 4,000,000.00 4,000,000.00
FI 34531HAB5 1.490%FORDO 2017-B A2A 5/15/2020 12,000,000.00 6,644,446.65
FI 34531HAD1 1.690%FORDO 2017-B A3 11/15/2021 2,500,000.00 2,500,000.00
FI 34531HAD1 1.690%FORDO 2017-B A3 11/15/2021 12,000,000.00 12,000,000.00
FI 34531HAE9 1.870%FORDO 2017-B A4 9/15/2022 2,250,000.00 2,250,000.00
FI 34531PAD3 1.390%FORDO 2016-A A3 7/15/2020 16,910,000.00 7,625,556.40
FI 34532AAD5 2.010%FORDO 2017-C A3 3/15/2022 10,000,000.00 10,000,000.00
FI 345397XQ1 3.200%FORD MOTOR CREDIT CO LLC 1/15/2021 0.00 7,500,000.00
FI 361448AT0 2.500%GATX CORP 7/30/2019 0.00 7,000,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 16 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 36164QNA2 4.418%GE CAPITAL INTL FUNDING 11/15/2035 0.00 10,114,000.00
FI 36178WDR7 3.500%GNMA POOL #AB9112 10/15/2042 52,827,868.00 20,199,723.74
FI 36179NF78 3.500%GN2 POOL #MA1090 6/20/2043 55,143,760.00 23,155,955.57
FI 36179NJA7 3.500%GN2 POOL #MA1157 7/20/2043 25,000,000.00 10,443,519.50
FI 36179NJA7 3.500%GN2 POOL #MA1157 7/20/2043 55,000,000.00 22,975,742.90
FI 36179NLE6 4.000%GN2 POOL #MA1225 8/20/2043 3,776,711.00 1,027,882.58
FI 36179QBG5 4.000%GN2 POOL #MA1839 4/20/2044 4,339,510.00 1,300,730.15
FI 36179QBG5 4.000%GN2 POOL #MA1839 4/20/2044 7,085,768.00 2,123,896.96
FI 36179QBH3 4.500%GN2 POOL #MA1840 4/20/2044 26,500,000.00 8,180,700.79
FI 36179QD24 4.500%GN2 POOL #MA1921 5/20/2044 49,004,030.00 14,138,179.65
FI 36179QDZ1 4.000%GN2 POOL #MA1920 5/20/2044 51,557,374.00 14,939,791.09
FI 36179QJT9 4.000%GN2 POOL #MA2074 7/20/2044 6,674,059.00 2,054,942.83
FI 36179QJU6 4.500%GN2 POOL #MA2075 7/20/2044 10,345,082.00 2,917,721.44
FI 36179QL66 4.000%GN2 POOL #MA2149 8/20/2044 6,477,708.00 2,030,374.87
FI 36179QL66 4.000%GN2 POOL #MA2149 8/20/2044 10,040,447.00 6,294,161.84
FI 36179QL66 4.000%GN2 POOL #MA2149 8/20/2044 49,449,891.00 15,499,589.66
FI 36179QR29 4.500%G2N POOL #MA2305 10/20/2044 46,124,181.00 12,816,307.08
FI 36192PAJ5 2.773%GSMS 2012-GCJ9 A3 11/10/2045 950,000.00 947,975.80
FI 36202C7L1 6.000%GN2 POOL #2699 1/20/2029 2,180,000.00 22,317.23
FI 36202C7L1 6.000%GN2 POOL #2699 1/20/2029 50,000,000.00 511,863.00
FI 36202D5D9 5.500%GN2 POOL #3544 4/20/2034 25,000,000.00 1,371,534.25
FI 36202DYL9 5.500%GN2 POOL #3415 7/20/2033 35,720,309.00 1,545,256.64
FI 36202DZX2 5.000%GN2 POOL #3458 10/20/2033 45,000,000.00 2,624,912.55
FI 36203C3N0 6.500%GNMA POOL #345605 3/15/2024 15,300,000.00 163,298.58
FI 36203CLU4 6.500%GNMA POOL #345139 12/15/2023 10,200,000.00 77,480.32
FI 36203DG61 6.500%GNMA POOL #345921 1/15/2024 32,058,291.00 71,783.96
FI 36203DK25 6.500%GNMA POOL #346013 1/1/2024 33,003,368.00 143,523.73
FI 36203DKB5 6.500%GNMA POOL #345990 12/15/2023 18,431,530.00 81,537.59
FI 36203EC48 7.500%GNMA POOL #346691 8/15/2023 10,412,739.00 32,884.89
FI 36203ELG1 6.500%GNMA POOL #346927 12/15/2023 16,382,960.00 89,230.12
FI 36203EP28 6.500%GNMA POOL #347041 1/15/2024 8,089,848.00 70,466.54
FI 36203KKX1 6.500%GNMA POOL #351410 1/15/2024 59,530,000.00 214,603.27
FI 36203LDS8 7.500%GNMA POOL #352113 8/15/2023 10,781,706.00 21,839.96
FI 36203LDS8 7.500%GNMA POOL #352113 8/15/2023 16,172,559.00 32,759.94
FI 36203N2U1 7.500%GNMA POOL #354587 5/15/2023 10,865,836.00 28,380.91
FI 36203N3T3 7.500%GNMA POOL #354610 7/15/2023 10,949,192.00 17,592.18
FI 36203N6Y9 6.500%GNMA POOL #354687 11/15/2023 10,284,758.00 28,104.64
FI 36203N7E2 7.000%GNMA POOL #354693 11/15/2023 25,825,977.00 95,088.41
FI 36203PBA0 6.500%GNMA POOL #354733 1/15/2024 16,572,177.00 100,251.89
FI 36203PBG7 6.500%GNMA POOL #354739 1/15/2024 59,300,000.00 304,220.27
FI 36203PDB6 7.000%GNMA POOL #354798 4/15/2024 61,200,000.00 286,397.03
FI 36203PDN0 6.500%GNMA POOL #354809 4/15/2024 28,500,676.00 212,700.83
FI 36204DJ67 6.500%GNMA POOL #366685 1/15/2024 8,143,054.00 43,680.24
FI 36204DJA8 6.500%GNMA POOL #366657 12/15/2023 28,306,879.00 164,286.33
FI 36204DLS6 6.500%GNMA POOL #366737 4/15/2024 45,210,000.00 286,414.39
FI 36204DNH8 6.500%GNMA POOL #366792 5/15/2024 20,042,555.00 15,026.10
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 17 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 36204J3W4 6.500%GNMA POOL #371713 4/15/2024 14,292,572.00 131,626.01
FI 36204QCG3 7.000%GNMA POOL #376371 1/15/2024 81,819,520.00 177,081.99
FI 36204QGP9 6.500%GNMA POOL #376506 5/15/2024 22,601,150.00 105,043.38
FI 36204QGQ7 6.500%GNMA POOL #376507 5/15/2024 13,946,265.00 33,639.09
FI 36204RPF9 7.000%GNMA POOL # 377622 10/15/2025 28,710,000.00 119,514.28
FI 36204TGB4 6.500%GNMA POOL #379194 1/15/2024 14,198,877.00 65,272.24
FI 36205BTE2 7.500%GNMA POOL #385849 8/15/2024 10,015,702.00 4,299.74
FI 36206FX23 7.500%GNMA POOL # 410297 11/15/2025 29,400,000.00 28,862.27
FI 36206JCU6 7.000%GNMA POOL #412383 12/15/2027 25,050,168.00 21,744.30
FI 36206KH46 7.500%GNMA POOL #413451 10/15/2025 29,898,765.00 91,568.26
FI 36206KHT1 7.500%GNMA POOL #413442 10/15/2025 30,042,648.00 168,180.55
FI 36206LS26 7.000%GNMA POOL # 414637 10/15/2025 20,834,355.00 38,795.44
FI 36206LSZ3 7.500%GNMA POOL #414636 10/15/2025 18,957,690.00 38,815.87
FI 36206LT82 7.500%GNMA POOL #414675 10/15/2025 19,101,235.00 37,084.47
FI 36206N6T7 7.500%GNMA POOL #416782 11/15/2025 29,999,746.00 68,382.02
FI 36206W3U7 8.000%GNMA POOL# 423911 8/15/2026 42,602,217.00 113,691.26
FI 36207UEK0 8.000%GNMA POOL# 442138 11/15/2026 20,225,888.00 29,304.88
FI 36208MXA8 7.500%GNMA POOL# 455273 8/15/2027 11,736,165.00 50,442.51
FI 36208MYT6 7.500%GNMA POOL# 455322 10/15/2027 12,908,769.00 53,372.21
FI 36208UGU5 7.000%GNMA POOL #461111 12/15/2027 25,047,519.00 84,948.16
FI 36208V3G8 6.500%GNMA POOL #462599 3/15/2028 30,000,000.00 153,983.70
FI 36208VTU9 7.000%GNMA POOL #462363 11/15/2027 10,100,000.00 38,577.96
FI 36208VXJ9 7.000%GNMA POOL# 462481 1/15/2028 50,400,425.00 209,647.62
FI 36208VXY6 7.000%GNMA POOL #462495 1/15/2028 70,000,000.00 134,410.50
FI 36208WBF9 7.000%GNMA POOL# 462738 5/15/2028 24,985,059.00 112,962.20
FI 36208YK81 6.500%GNMA POOL# 464819 9/15/2028 20,790,000.00 140,981.98
FI 36208YLS6 7.000%GNMA POOL# 464837 9/15/2028 19,800,000.00 65,554.83
FI 36209MJF2 6.500%GNMA POOL# 475562 9/15/2028 28,215,000.00 254,090.75
FI 36209PM79 6.500%GNMA POOL #477482 10/15/2028 18,430,765.00 127,809.25
FI 36224S4C3 6.500%GNMA POOL #337519 9/15/2023 15,394,236.00 59,722.71
FI 36225A3F5 7.500%GNMA POOL# 780798 12/15/2027 83,905,343.00 276,317.08
FI 36225AEJ5 9.500%GNMA POOL# 780137 8/15/2023 88,082,791.77 59,521.07
FI 36225AEN6 10.000%GNMA POOL #780141 12/15/2020 39,800,000.00 28,615.80
FI 36225AG53 7.500%GNMA POOL# 780220 8/15/2025 26,352,242.00 98,458.04
FI 36225APE4 7.500%GNMA POOL #780421 8/15/2026 14,240,369.00 59,243.78
FI 36225AQS2 7.000%GNMA POOL #780465 11/15/2026 46,823,610.00 208,299.04
FI 36225ART9 7.500%GNMA POOL #780498 1/15/2027 13,004,376.00 38,678.01
FI 36225ATA8 7.500%GNMA POOL# 780545 4/15/2027 14,594,470.00 53,290.25
FI 36225ATA8 7.500%GNMA POOL# 780545 4/15/2027 36,348,490.00 132,722.88
FI 36225AU24 7.000%GNMA POOL# 780601 7/15/2027 23,001,191.00 124,832.29
FI 36225AUL2 7.000%GNMA POOL #780587 6/15/2027 11,288,745.00 57,653.88
FI 36248FAG7 4.753%GSMS 2011-GC3 A4 3/10/2044 10,000,000.00 8,514,164.74
FI 36248GAC4 4.244%GSMS 2013-GC16 A3 11/10/2046 6,300,000.00 6,300,000.00
FI 36248GAD2 4.271%GSMS 2013-GC16 A4 11/10/2046 1,045,000.00 1,045,000.00
FI 36252HAD3 3.674%GSMS 2017-GS5 A4 3/10/2050 5,000,000.00 5,000,000.00
FI 36252RAF6 2.924%GSMS 2014-GC18 A2 1/10/2047 6,913,000.00 5,380,424.97
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 18 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 369550BA5 2.875%GENERAL DYNAMICS CORP 5/11/2020 0.00 10,000,000.00
FI 369550BC1 3.750%GENERAL DYNAMICS CORP 5/15/2028 0.00 5,000,000.00
FI 369550BD9 3.375%GENERAL DYNAMICS CORP 5/15/2023 0.00 5,000,000.00
FI 369550BE7 3.000%GENERAL DYNAMICS CORP 5/11/2021 0.00 10,000,000.00
FI 369550BG2 3.500%GENERAL DYNAMICS CORP 5/15/2025 0.00 5,000,000.00
FI 369604BH5 4.500%GENERAL ELECTRIC CO 3/11/2044 0.00 10,000,000.00
FI 36962G3P7 5.875%GENERAL ELEC CAP CORP 1/14/2038 0.00 3,150,000.00
FI 37331NAH4 3.600%GEORGIA-PACIFIC LLC (12/24 CALL) 3/1/2025 0.00 10,504,000.00
FI 38141EC31 4.800%GOLDMAN SACHS GROUP INC 7/8/2044 0.00 10,000,000.00
FI 38141GWB6 3.850%GOLDMAN SACHS GROUP INC 1/26/2027 0.00 14,500,000.00
FI 38141GWC4 3.000%GOLDMAN SACHS GROUP INC 4/26/2022 0.00 12,000,000.00
FI 38141GWM2 2.905%GOLDMAN SACHS GROUP INC 7/24/2023 0.00 15,000,000.00
FI 38141GWV2 3.814%GOLDMAN SACHS GROUP INC 4/23/2029 0.00 10,000,000.00
FI 38148LAE6 3.750%GOLDMAN SACHS GROUP INC 5/22/2025 0.00 15,000,000.00
FI 40414LAL3 3.875%HCP INC 8/15/2024 0.00 5,000,000.00
FI 4042Q1AA5 5.875%HSBC BANK USA (SUB BANK) 11/1/2034 0.00 5,000,000.00
FI 41020VAA9 7.375%MANULIFE (JOHN HANCOCK SURPLUS 2/15/2024 0.00 8,000,000.00
FI 416518AB4 5.125%HARTFORD FINL SVCS GRP 4/15/2022 0.00 13,035,000.00
FI 437076AS1 5.875%HOME DEPOT INC 12/16/2036 0.00 5,000,000.00
FI 437076BG6 2.625%HOME DEPOT INC 6/1/2022 0.00 7,000,000.00
FI 437076BH4 4.250%HOME DEPOT INC 4/1/2046 0.00 7,000,000.00
FI 43811BAB0 1.460%HAROT 2017-2 A2 10/15/2019 5,000,000.00 2,034,960.00
FI 43811BAB0 1.460%HAROT 2017-2 A2 10/15/2019 10,000,000.00 4,069,919.99
FI 43811BAC8 1.680%HAROT 2017-2 A3 8/15/2021 15,000,000.00 15,000,000.00
FI 43811BAD6 1.870%HAROT 2017-2 A4 9/15/2023 3,000,000.00 3,000,000.00
FI 43814TAB8 1.420%HAROT 2017-1 A2 7/22/2019 20,000,000.00 2,665,771.25
FI 43814TAC6 1.720%HAROT 2017-1 A3 7/21/2021 8,500,000.00 8,500,000.00
FI 43814TAD4 2.050%HAROT 2017-1 A4 6/21/2023 10,000,000.00 10,000,000.00
FI 446150AJ3 3.150%HUNTINGTON BANCSHARES 3/14/2021 0.00 10,000,000.00
FI 446438RQ8 2.875%HUNTINGTON NATIONAL BANK 8/20/2020 0.00 5,000,000.00
FI 446438RU9 2.375%HUNTINGTON NATIONAL BANK 3/10/2020 0.00 5,000,000.00
FI 44931PAB2 1.480%HART 2017-A A2A 2/18/2020 7,000,000.00 2,590,600.06
FI 452308AT6 3.500%ILLINOIS TOOL WORKS INC 3/1/2024 0.00 5,000,000.00
FI 452308AU3 1.950%ILLINOIS TOOL WORKS INC 3/1/2019 0.00 7,000,000.00
FI 454889AS5 3.850%INDIANA MICHIGAN POWER 5/15/2028 0.00 10,000,000.00
FI 458140AR1 3.100%INTEL CORP 7/29/2022 0.00 5,000,000.00
FI 459200AM3 7.000%IBM CORPORATION 10/30/2025 0.00 6,000,000.00
FI 459200BB6 5.875%IBM CORP 11/29/2032 0.00 15,000,000.00
FI 46132FAB6 4.000%INVESCO FINANCE PLC 1/30/2024 0.00 7,000,000.00
FI 46625HHF0 6.400%JPMORGAN CHASE & CO 5/15/2038 0.00 10,000,000.00
FI 46625HJE1 3.250%JPMORGAN CHASE & CO 9/23/2022 0.00 10,000,000.00
FI 46625HJR2 2.350%JPMORGAN CHASE & CO 1/28/2019 0.00 5,000,000.00
FI 46625HJU5 4.850%JPMORGAN CHASE & CO 2/1/2044 0.00 5,000,000.00
FI 46625HQW3 3.300%JPMORGAN CHASE & CO 4/1/2026 0.00 10,000,000.00
FI 46628YAZ3 5.000%JPMMT 2006-S2 1A24 7/25/2036 27,548,149.00 1,412,774.16
FI 46634GAA9 4.314%JPMCC 2009-IWST A1 12/5/2027 13,000,000.00 2,456,320.19
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 19 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 46636DAE6 4.106%JPMCC 2011-C4 A3 7/15/2046 16,000,000.00 1,120,056.24
FI 46640JAR8 3.990%JPMCC 2013-C13 A4 1/15/2046 17,000,000.00 17,000,000.00
FI 46641BAC7 3.881%JPMCC 2013-C16 A3 12/15/2046 1,000,000.00 1,000,000.00
FI 46647PAH9 3.220%JPMORGAN CHASE & CO (3/1/24 CALL) 3/1/2025 0.00 5,000,000.00
FI 46647PAS5 3.514%JPMORGAN CHASE & CO 6/18/2022 0.00 15,000,000.00
FI 46648CAE4 3.500%JPMMT 2017-1 A5 1/25/2047 6,000,000.00 4,879,419.78
FI 46849LSW2 2.500%JACKSON NATL LIFE GLOBAL 6/27/2022 0.00 8,000,000.00
FI 476556DA0 7.350%JERSEY CENTRAL POWER & LIGHT 2/1/2019 0.00 30,025,000.00
FI 47787XAB3 1.500%JDOT 2017-A A2 (12/17-10/18) 10/15/2019 9,250,000.00 2,840,490.69
FI 478160CJ1 2.625%JOHNSON & JOHNSON 1/15/2025 0.00 5,000,000.00
FI 478160CK8 2.900%JOHNSON & JOHNSON 1/15/2028 0.00 5,000,000.00
FI 478160CL6 3.400%JOHNSON & JOHNSON 1/15/2038 0.00 5,000,000.00
FI 478160CM4 3.500%JOHNSON & JOHNSON 1/15/2048 0.00 5,000,000.00
FI 48125LRL8 2.633%JP MORGAN CHASE BANK NA 2/1/2021 0.00 30,000,000.00
FI 48126BAA1 5.400%JPMORGAN CHASE & CO 1/6/2042 0.00 5,200,000.00
FI 487836AT5 7.450%KELLOGG CO 4/1/2031 0.00 5,000,000.00
FI 491674BE6 3.250%KENTUCKY UTILITIES (CALL 8/1/20) 11/1/2020 0.00 8,000,000.00
FI 49327M2K9 3.300%KEY BANK NA 6/1/2025 0.00 10,000,000.00
FI 49327V2A1 3.400%KEY BANK NA (SUB BANK) 5/20/2026 0.00 12,805,000.00
FI 494550BQ8 3.500%KINDER MORGAN ENER PART 9/1/2023 0.00 12,000,000.00
FI 494550BT2 3.500%KINDER MORGAN ENER PART 3/1/2021 0.00 5,000,000.00
FI 50076QAE6 5.000%KRAFT HEINZ CO 6/4/2042 0.00 5,000,000.00
FI 50077LAH9 2.800%KRAFT HEINZ CO (6/2/20 CALL) 7/2/2020 0.00 7,000,000.00
FI 50077LAL0 5.000%KRAFT HEINZ CO (1/15/35 CALL) 7/15/2035 0.00 5,000,000.00
FI 50077LAM8 5.200%KRAFT HEINZ CO (1/15/45 CALL) 7/15/2045 0.00 10,000,000.00
FI 501044CQ2 3.400%KROGER CO 4/15/2022 0.00 2,150,000.00
FI 501044CS8 3.850%KROGER CO 8/1/2023 0.00 14,620,000.00
FI 501044CT6 5.150%KROGER CO 8/1/2043 0.00 2,000,000.00
FI 539830BF5 2.500%LOCKHEED MARTIN CORP 11/23/2020 0.00 5,000,000.00
FI 539830BH1 3.550%LOCKHEED MARTIN CORP 1/15/2026 0.00 5,000,000.00
FI 539830BN8 4.090%LOCKHEED MARTIN CORP 9/15/2052 0.00 5,643,000.00
FI 548661CV7 3.800%LOWES COMPANIES INC 11/15/2021 0.00 2,410,000.00
FI 55279HAN0 2.050%MANUF & TRADERS TRUST CO 8/17/2020 0.00 8,000,000.00
FI 57629WCE8 2.750%MASSMUTUAL GLOBAL FUNDIN 6/22/2024 0.00 20,000,000.00
FI 58013MEZ3 4.700%MCDONALD'S CORP 12/9/2035 0.00 5,927,000.00
FI 58013MFA7 4.880%MCDONALD'S CORP 12/9/2045 0.00 10,146,000.00
FI 58013MFE9 3.350%MCDONALD'S CORP 4/1/2023 0.00 3,000,000.00
FI 585055BG0 2.500%MEDTRONIC INC 3/15/2020 0.00 5,000,000.00
FI 585055BR6 3.150%MEDTRONIC INC 3/15/2022 0.00 10,000,000.00
FI 58768MAC5 1.350%MBALT 2016-B A3 (2/18-12/18) 8/15/2019 6,000,000.00 3,970,712.42
FI 58769DAB6 1.530%MBALT 2017-A A2A 8/15/2019 15,000,000.00 6,395,105.91
FI 58769DAD2 1.790%MBALT 2017-A A3 4/15/2020 14,500,000.00 14,500,000.00
FI 59156RAE8 6.500%METLIFE INC 12/15/2032 0.00 3,000,000.00
FI 59217GAQ2 3.875%MET LIFE GLOB FUNDING I 4/11/2022 0.00 7,839,000.00
FI 59217GBF5 2.300%MET LIFE GLOB FUNDING I 4/10/2019 0.00 4,991,000.00
FI 59217GCK3 3.000%MET LIFE GLOB FUNDING I 9/19/2027 0.00 20,000,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 20 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 594918BQ6 2.000%MICROSOFT CORP 8/8/2023 0.00 10,000,000.00
FI 594918BR4 2.400%MICROSOFT CORP 8/8/2026 0.00 10,000,000.00
FI 594918BX1 2.875%MICROSOFT CORP 2/6/2024 0.00 5,000,000.00
FI 594918BZ6 4.100%MICROSOFT CORP 2/6/2037 0.00 10,000,000.00
FI 594918CA0 4.250%MICROSOFT CORP (CALL 8/6/46) 2/6/2047 0.00 10,000,000.00
FI 59562VAM9 6.125%BERKSHIRE HATHAWAY ENERGY 4/1/2036 0.00 12,317,000.00
FI 60871RAE0 1.450%MOLSON COORS BREWING CO 7/15/2019 0.00 3,000,000.00
FI 60871RAF7 2.100%MOLSON COORS BREWING CO 7/15/2021 0.00 5,000,000.00
FI 60871RAG5 3.000%MOLSON COORS BREWING CO 7/15/2026 0.00 5,000,000.00
FI 61691BAA9 2.200%MSCBB 2016-MART A 9/13/2031 6,500,000.00 6,500,000.00
FI 61744YAK4 3.591%MORGAN STANLEY 7/22/2028 0.00 10,000,000.00
FI 61744YAL2 3.971%MORGAN STANLEY 7/22/2038 0.00 3,000,000.00
FI 61744YAP3 3.772%MORGAN STANLEY 1/24/2029 0.00 12,000,000.00
FI 617458AG9 5.033%MSC 2011-C1 A4 9/15/2047 10,000,000.00 9,889,190.73
FI 61746BDJ2 3.750%MORGAN STANLEY 2/25/2023 0.00 10,000,000.00
FI 61746BDQ6 3.875%MORGAN STANLEY 4/29/2024 0.00 15,000,000.00
FI 617482V92 6.375%MORGAN STANLEY 7/24/2042 0.00 3,000,000.00
FI 61761J3R8 3.125%MORGAN STANLEY 7/27/2026 0.00 5,000,000.00
FI 61761XAA6 2.695%MSC 2013-WLSR A 1/11/2032 12,000,000.00 12,000,000.00
FI 61762DAW1 3.102%MSBAM 2013-C9 A4 5/15/2046 15,400,000.00 15,400,000.00
FI 61762MCC3 4.082%MSBAM 2013-C10 A5 7/15/2046 10,000,000.00 10,000,000.00
FI 631103AF5 4.250%NASDAQ OMX GROUP 6/1/2024 0.00 10,000,000.00
FI 637432MV4 3.400%NATIONAL RURAL UTILITIES 11/15/2023 0.00 8,648,000.00
FI 637432MX0 2.150%NATIONAL RURAL UTILITIES 2/1/2019 0.00 11,000,000.00
FI 637432NP6 3.400%NATIONAL RURAL UTIL COOP 2/7/2028 0.00 15,000,000.00
FI 63946BAD2 5.150%NBCUNIVERSAL MEDIA LLC 4/30/2020 0.00 5,000,000.00
FI 64952WBQ5 2.100%NEW YORK LIFE GLOBAL FDG 1/2/2019 0.00 15,000,000.00
FI 64952WCN1 2.900%NEW YORK LIFE GLOBAL FDG 1/17/2024 0.00 21,379,000.00
FI 64952WCY7 1.811%NEW YORK LIFE GLOBAL FDG 1/21/2020 0.00 25,000,000.00
FI 65473QBB8 5.250%NISOURCE FINANCE CORP 2/15/2043 0.00 10,000,000.00
FI 65473QBD4 5.650%NISOURCE FINANCE CORP 2/1/2045 0.00 5,550,000.00
FI 654740AH2 2.350%NISSAN MOTOR ACCEPTANCE 3/4/2019 0.00 10,000,000.00
FI 654747AB0 1.470%NAROT 2017-A A2A 1/15/2020 7,250,000.00 2,846,047.18
FI 654747AD6 1.740%NAROT 2017-A A3 8/16/2021 7,500,000.00 7,500,000.00
FI 655844BG2 3.250%NORFOLK SOUTHERN (CALL 9/1/21) 12/1/2021 0.00 10,000,000.00
FI 66586GCD7 6.500%NORTHERN TRUST CORP (SUB BANK) 8/15/2018 0.00 5,000,000.00
FI 666807BL5 2.080%NORTHROP GRUMMAN CORP 10/15/2020 0.00 5,000,000.00
FI 666807BM3 2.930%NORTHROP GRUMMAN CORP 1/15/2025 0.00 6,000,000.00
FI 666807BN1 3.250%NORTHROP GRUMMAN CORP 1/15/2028 0.00 5,000,000.00
FI 666807BP6 4.030%NORTHROP GRUMMAN CORP 10/15/2047 0.00 5,000,000.00
FI 666807BQ4 2.550%NORTHROP GRUMMAN CORP 10/15/2022 0.00 5,000,000.00
FI 66989HAG3 3.400%NOVARTIS CAPITAL CORP 5/6/2024 0.00 10,000,000.00
FI 68268NAJ2 3.375%ONEOK PARTNERS LP 10/1/2022 0.00 10,000,000.00
FI 68268NAL7 5.000%ONEOK PARTNERS LP 9/15/2023 0.00 2,000,000.00
FI 68323ACJ1 2.000%ONTARIO (PROVINCE OF) 1/30/2019 0.00 25,000,000.00
FI 68389XAQ8 2.375%ORACLE CORP 1/15/2019 0.00 5,000,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 21 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 68389XAS4 3.625%ORACLE CORP 7/15/2023 0.00 3,000,000.00
FI 68389XBB0 2.500%ORACLE CORP 5/15/2022 0.00 15,000,000.00
FI 68389XBC8 2.950%ORACLE CORP 5/15/2025 0.00 15,000,000.00
FI 68389XBR5 2.625%ORACLE CORP 2/15/2023 0.00 10,000,000.00
FI 68389XBS3 2.950%ORACLE CORP 11/15/2024 0.00 10,000,000.00
FI 693476BF9 6.700%PNC FUNDING CORP 6/10/2019 0.00 8,042,000.00
FI 693476BN2 3.300%PNC FUNDING CORP 3/8/2022 0.00 1,500,000.00
FI 69349LAM0 3.800%PNC BANK NA (sub bank) 7/25/2023 0.00 20,630,000.00
FI 69351UAQ6 2.500%PPL ELECTRIC UTILITIES 9/1/2022 0.00 2,000,000.00
FI 69352PAD5 4.200%PPL CAPITAL FUNDING 6/15/2022 0.00 12,000,000.00
FI 69352PAE3 3.500%PPL CAPITAL FUNDING 12/1/2022 0.00 4,000,000.00
FI 69352PAL7 3.100%PPL CAPITAL FUNDING INC 5/15/2026 0.00 6,502,000.00
FI 69353RCH9 2.200%PNC BANK NA 1/28/2019 0.00 7,000,000.00
FI 69353RFE3 2.450%PNC BANK NA (6/28/22 CALL) 7/28/2022 0.00 20,000,000.00
FI 694308GE1 6.050%PACIFIC GAS & ELECTRIC 3/1/2034 0.00 6,500,000.00
FI 695114CG1 6.250%PACIFICORP 10/15/2037 0.00 10,000,000.00
FI 70109HAL9 3.300%PARKER-HANNIFIN CORP 11/21/2024 0.00 5,000,000.00
FI 70109HAN5 4.450%PARKER-HANNIFIN CORP 11/21/2044 0.00 5,000,000.00
FI 713448BP2 5.500%PEPSICO INC 1/15/2040 0.00 5,000,000.00
FI 713448BS6 4.875%PEPSICO INC 11/1/2040 0.00 5,000,000.00
FI 713448CY2 3.500%PEPSICO INC 7/17/2025 0.00 5,000,000.00
FI 713448DR6 1.550%PEPSICO INC 5/2/2019 0.00 25,000,000.00
FI 713448DT2 2.250%PEPSICO INC 5/2/2022 0.00 15,000,000.00
FI 74256LAN9 2.375%PRINCIPAL LFE GLB FND II 9/11/2019 0.00 9,480,000.00
FI 744320BA9 3.935%PRUDENTIAL FINL INC SR GLBL 12/7/2049 0.00 12,110,000.00
FI 74432QBT1 4.500%PRUDENTIAL FINANCIAL INC 11/16/2021 0.00 12,000,000.00
FI 744448CD1 3.200%PUBLIC SERVICE OF COLORADO(CALL 11/15/2020 0.00 5,000,000.00
FI 756109AQ7 3.875%REALTY INCOME CORP 7/15/2024 0.00 10,000,000.00
FI 75625QAC3 2.375%RECKITT BENCKISER TSY 6/24/2022 0.00 15,000,000.00
FI 75625QAD1 2.750%RECKITT BENCKISER TSY 6/26/2024 0.00 5,000,000.00
FI 75625QAE9 3.000%RECKITT BENCKISER TSY 6/26/2027 0.00 5,000,000.00
FI 758202AK1 3.125%REED ELSEVIER CAPITAL 10/15/2022 0.00 13,500,000.00
FI 775109BB6 5.000%ROGERS COMMUNICATIONS 3/15/2044 0.00 5,000,000.00
FI 776743AD8 3.800%ROPER TECHNOLOGIES INC 12/15/2026 0.00 10,000,000.00
FI 78012KC62 2.125%ROYAL BANK OF CANADA 3/2/2020 0.00 10,700,000.00
FI 806854AB1 3.300%SCHLUMBERGER 9/14/2021 0.00 10,327,000.00
FI 806854AH8 3.650%SCHLUMBERGER 12/1/2023 0.00 7,000,000.00
FI 81744YAA4 2.325%SEMT 2013-4 A1 4/25/2043 15,000,000.00 8,262,221.97
FI 81744YAC0 1.550%SEMT 2013-4 A3 4/25/2043 15,000,000.00 6,460,086.78
FI 81745BAA3 2.500%SEMT 2013-6 A1 5/25/2043 15,000,000.00 8,344,758.19
FI 81745CAA1 2.500%SEMT 2013-7 A1 6/25/2043 10,000,000.00 5,374,509.39
FI 81745RAB6 2.500%SEMT 2013-3 A2 3/25/2043 15,000,000.00 7,503,406.46
FI 822582AM4 4.375%SHELL INTERNATIONAL FINANCE 3/25/2020 0.00 14,560,000.00
FI 822582BA9 2.000%SHELL INTERNATIONAL FINANCE 11/15/2018 0.00 7,000,000.00
FI 822582BD3 3.250%SHELL INTERNATIONAL FINANCE 5/11/2025 0.00 5,000,000.00
FI 822582BE1 4.125%SHELL INTERNATIONAL FINANCE 5/11/2035 0.00 5,000,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 22 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 822582BF8 4.375%SHELL INTERNATIONAL FINANCE 5/11/2045 0.00 5,000,000.00
FI 828807CS4 3.375%SIMON PROPERTY GROUP LP 10/1/2024 0.00 7,000,000.00
FI 828807CT2 4.250%SIMON PROPERTY GROUP LP 10/1/2044 0.00 5,000,000.00
FI 832696AB4 3.500%SMUCKER (J.M.) CO 10/15/2021 0.00 6,435,000.00
FI 832696AQ1 2.200%SMUCKER (J.M.) CO 12/6/2019 0.00 5,000,000.00
FI 842587CV7 3.250%SOUTHERN CO 7/1/2026 0.00 17,000,000.00
FI 8426EPAC2 4.400%SOUTHERN CO GAS CAPITAL 5/30/2047 0.00 1,915,000.00
FI 855244AG4 2.700%STARBUCKS CORP (4/15/22 CALL) 6/15/2022 0.00 11,000,000.00
FI 855244AH2 4.300%STARBUCKS CORP 6/15/2045 0.00 11,350,000.00
FI 855244AK5 2.450%STARBUCKS CORP 6/15/2026 0.00 1,162,000.00
FI 855244AP4 3.500%STARBUCKS CORP 3/1/2028 0.00 5,000,000.00
FI 857477AZ6 2.653%STATE STREET CORP (Call 5/15/22) 5/15/2023 0.00 20,000,000.00
FI 85771PAF9 3.150%STATOIL ASA 1/23/2022 0.00 10,500,000.00
FI 85771PAN2 3.700%STATOIL ASA 3/1/2024 0.00 10,000,000.00
FI 85771PAP7 2.900%STATOIL ASA 11/8/2020 0.00 3,000,000.00
FI 85771PAQ5 4.800%STATOIL ASA 11/8/2043 0.00 3,000,000.00
FI 86787EAT4 2.450%SUNTRUST BANK (7/1/22 CALL) 8/1/2022 0.00 12,000,000.00
FI 86787GAJ1 3.300%SUNTRUST BANK (SUB BANK 1 MO PRIOR 5/15/2026 0.00 9,167,000.00
FI 867914BF9 2.350%SUNTRUST BANKS INC 11/1/2018 0.00 5,000,000.00
FI 87165BAB9 3.000%SYNCHRONY FINANCIAL 8/15/2019 0.00 2,000,000.00
FI 87165BAC7 3.750%SYNCHRONY FINANCIAL 8/15/2021 0.00 2,000,000.00
FI 87165BAD5 4.250%SYNCHRONY FINANCIAL 8/15/2024 0.00 6,000,000.00
FI 871829BA4 2.500%SYSCO CORPORATION 7/15/2021 0.00 2,330,000.00
FI 871829BB2 1.900%SYSCO CORPORATION 4/1/2019 0.00 10,000,000.00
FI 871829BC0 3.300%SYSCO CORPORATION 7/15/2026 0.00 14,000,000.00
FI 871829BD8 4.500%SYSCO CORPORATION 4/1/2046 0.00 5,000,000.00
FI 87927VAF5 6.375%TELECOM ITALIA CAPITAL 11/15/2033 0.00 5,000,000.00
FI 879385AD4 8.250%TELEFONICA EUROPE BV 9/15/2030 0.00 10,000,000.00
FI 88732JAN8 7.300%TIME WARNER CABLE INC 7/1/2038 0.00 5,000,000.00
FI 89114QBT4 1.850%TORONTO-DOMINION BANK 9/11/2020 0.00 7,000,000.00
FI 89114QBU1 1.900%TORONTO-DOMINION BANK 10/24/2019 0.00 15,000,000.00
FI 89114QBZ0 3.250%TORONTO-DOMINION BANK 6/11/2021 0.00 8,000,000.00
FI 89153VAE9 2.700%TOTAL CAPITAL INTL SA 1/25/2023 0.00 7,000,000.00
FI 89236TDT9 2.573%TOYOTA MOTOR CREDIT CORP 8/15/2018 0.00 42,250,000.00
FI 89237RAB4 1.580%TAOT 2017-C A2A 7/15/2020 24,000,000.00 17,640,713.47
FI 89237RAD0 1.780%TAOT 2017-C A3 11/15/2021 17,000,000.00 17,000,000.00
FI 89238MAB4 1.420%TAOT 2017-A A2A 9/16/2019 11,000,000.00 2,863,314.24
FI 89238MAD0 1.730%TAOT 2017-A A3 2/16/2021 7,500,000.00 7,500,000.00
FI 89417EAK5 4.300%TRAVELERS COS INC (2/25/45 CALL) 8/25/2045 0.00 5,000,000.00
FI 902494AX1 3.950%TYSON FOODS INC 8/15/2024 0.00 8,000,000.00
FI 902494AY9 5.150%TYSON FOODS INC 8/15/2044 0.00 2,000,000.00
FI 902494AZ6 4.875%TYSON FOODS INC 8/15/2034 0.00 2,000,000.00
FI 90331HNG4 2.050%US BANK NA CINCINNATI 10/23/2020 0.00 15,000,000.00
FI 90331HNL3 2.850%US BANK NA CINCINNATI 1/23/2023 0.00 15,000,000.00
FI 907818DK1 4.163%UNION PACIFIC CORP 7/15/2022 0.00 13,114,000.00
FI 907818DR6 3.646%UNION PACIFIC CORP 2/15/2024 0.00 3,050,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 23 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 907818ES3 3.750%UNION PACIFIC CORP 7/15/2025 0.00 5,000,000.00
FI 907818EV6 4.380%UNION PACIFIC CORP 9/10/2038 0.00 2,000,000.00
FI 907818EW4 4.500%UNION PACIFIC CORP 9/10/2048 0.00 5,000,000.00
FI 907818EY0 3.950%UNION PACIFIC CORP 9/10/2028 0.00 7,000,000.00
FI 911312AJ5 6.200%UNITED PARCEL SERVICE 1/15/2038 0.00 14,000,000.00
FI 911312BK1 2.500%UNITED PARCEL SERVICE 4/1/2023 0.00 5,000,000.00
FI 911312BP0 2.050%UNITED PARCEL SERVICE 4/1/2021 0.00 7,000,000.00
FI 91159HHA1 4.125%US BANCORP 5/24/2021 0.00 7,000,000.00
FI 91159HHR4 3.150%US BANCORP 4/27/2027 0.00 5,000,000.00
FI 912810EC8 8.875%US TREASURY N/B 2/15/2019 0.00 3,000,000.00
FI 912810ED6 8.125%US TREASURY N/B 8/15/2019 0.00 750,000.00
FI 912810EG9 8.750%US TREASURY N/B 8/15/2020 0.00 2,553,000.00
FI 912810EM6 7.250%US TREASURY N/B 8/15/2022 0.00 824,000.00
FI 912810EN4 7.625%US TREASURY N/B 11/15/2022 0.00 2,596,000.00
FI 912810EP9 7.125%US TREASURY N/B 2/15/2023 0.00 21,430,000.00
FI 912810ET1 7.625%US TREASURY N/B 2/15/2025 0.00 9,900,000.00
FI 912810EZ7 6.625%US TREASURY N/B 2/15/2027 0.00 12,301,000.00
FI 912810FB9 6.125%US TREASURY N/B 11/15/2027 0.00 776,000.00
FI 912810FF0 5.250%US TREASURY N/B 11/15/2028 0.00 4,529,000.00
FI 912810FG8 5.250%US TREASURY N/B 2/15/2029 0.00 17,263,000.00
FI 912810FP8 5.375%US TREASURY N/B 2/15/2031 0.00 31,563,000.00
FI 912810FT0 4.500%US TREASURY N/B 2/15/2036 0.00 14,236,000.00
FI 912810PT9 4.750%US TREASURY N/B 2/15/2037 0.00 13,630,000.00
FI 912810QA9 3.500%US TREASURY N/B 2/15/2039 0.00 22,830,000.00
FI 912810QC5 4.500%US TREASURY N/B 8/15/2039 0.00 12,883,000.00
FI 912810QH4 4.375%US TREASURY N/B 5/15/2040 0.00 57,221,000.00
FI 912810QK7 3.875%US TREASURY N/B 8/15/2040 0.00 23,350,000.00
FI 912810QL5 4.250%US TREASURY N/B 11/15/2040 0.00 22,058,000.00
FI 912810QN1 4.750%US TREASURY N/B 2/15/2041 0.00 16,345,000.00
FI 912810QQ4 4.375%US TREASURY N/B 5/15/2041 0.00 15,736,000.00
FI 912810QS0 3.750%US TREASURY N/B 8/15/2041 0.00 15,210,000.00
FI 912810QT8 3.125%US TREASURY N/B 11/15/2041 0.00 37,403,000.00
FI 912810QX9 2.750%US TREASURY N/B 8/15/2042 0.00 16,024,000.00
FI 912810QY7 2.750%US TREASURY N/B 11/15/2042 0.00 17,605,000.00
FI 912810RB6 2.875%US TREASURY N/B 5/15/2043 0.00 14,930,000.00
FI 912810RE0 3.625%US TREASURY N/B 2/15/2044 0.00 1,167,000.00
FI 912810RJ9 3.000%US TREASURY N/B 11/15/2044 0.00 3,746,000.00
FI 912810RK6 2.500%US TREASURY N/B 2/15/2045 0.00 66,372,000.00
FI 912810RN0 2.875%US TREASURY N/B 8/15/2045 0.00 32,403,000.00
FI 912810RP5 3.000%US TREASURY N/B 11/15/2045 0.00 69,653,000.00
FI 912810RQ3 2.500%US TREASURY N/B 2/15/2046 0.00 35,501,000.00
FI 912810RS9 2.500%US TREASURY N/B 5/15/2046 0.00 45,356,000.00
FI 912810RT7 2.250%US TREASURY N/B 8/15/2046 0.00 54,323,000.00
FI 912810RU4 2.875%US TREASURY N/B 11/15/2046 0.00 45,132,000.00
FI 912810RW0 0.875%TSY INFL IX N/B 2/15/2047 0.00 46,000,000.00
FI 912810RY6 2.750%US TREASURY N/B 8/15/2047 0.00 5,480,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 24 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 9128282A7 1.500%US TREASURY N/B 8/15/2026 0.00 92,108,000.00
FI 9128282B5 0.750%US TREASURY N/B 8/15/2019 0.00 16,000,000.00
FI 9128282D1 1.375%US TREASURY N/B 8/31/2023 0.00 28,648,000.00
FI 9128282F6 1.125%US TREASURY N/B 8/31/2021 0.00 40,150,000.00
FI 9128282G4 0.875%US TREASURY N/B 9/15/2019 0.00 20,186,000.00
FI 9128282L3 0.375%TSY INFL IX N/B 7/15/2027 0.00 72,000,000.00
FI 9128282S8 1.625%US TREASURY N/B 8/31/2022 0.00 750,000.00
FI 9128283H1 1.750%US TREASURY N/B 11/30/2019 0.00 3,567,000.00
FI 9128283R9 0.500%TSY INFL IX N/B 1/15/2028 0.00 1,000,000.00
FI 9128283S7 2.000%US TREASURY N/B 1/31/2020 0.00 750,000.00
FI 9128283T5 1.980%US TREASURY FRN 1/31/2020 0.00 67,620,000.00
FI 9128283W8 2.750%US TREASURY N/B 2/15/2028 0.00 5,930,000.00
FI 9128284K3 2.043%US TREASURY FRN 4/30/2020 0.00 181,960,000.00
FI 9128284M9 2.875%US TREASURY N/B 4/30/2025 0.00 1,500,000.00
FI 9128284N7 2.875%US TREASURY N/B 5/15/2028 0.00 6,000,000.00
FI 9128284Q0 2.500%US TREASURY N/B 5/31/2020 0.00 2,250,000.00
FI 912828A34 1.250%US TREASURY N/B 11/30/2018 0.00 1,462,000.00
FI 912828A42 2.000%US TREASURY N/B 11/30/2020 0.00 4,785,000.00
FI 912828A83 2.375%US TREASURY N/B 12/31/2020 0.00 10,700,000.00
FI 912828B66 2.750%US TREASURY N/B 2/15/2024 0.00 1,000.00
FI 912828C24 1.500%US TREASURY N/B 2/28/2019 0.00 750,000.00
FI 912828D23 1.625%US TREASURY N/B 4/30/2019 0.00 5,506,000.00
FI 912828D56 2.375%US TREASURY N/B 8/15/2024 0.00 451,000.00
FI 912828F62 1.500%US TREASURY N/B 10/31/2019 0.00 2,854,000.00
FI 912828G38 2.250%US TREASURY N/B 11/15/2024 0.00 18,445,000.00
FI 912828H52 1.250%US TREASURY N/B 1/31/2020 0.00 22,686,000.00
FI 912828H86 1.500%US TREASURY N/B 1/31/2022 0.00 2,250,000.00
FI 912828J27 2.000%US TREASURY N/B 2/15/2025 0.00 61,000,000.00
FI 912828J43 1.750%US TREASURY N/B 2/28/2022 0.00 4,800,000.00
FI 912828J50 1.375%US TREASURY N/B 2/29/2020 0.00 36,076,000.00
FI 912828J76 1.750%US TREASURY N/B 3/31/2022 0.00 4,000,000.00
FI 912828J84 1.375%US TREASURY N/B 3/31/2020 0.00 6,000,000.00
FI 912828KQ2 3.125%US TREASURY N/B 5/15/2019 0.00 390,000.00
FI 912828L57 1.750%US TREASURY N/B 9/30/2022 0.00 1,500,000.00
FI 912828LY4 3.375%US TREASURY N/B 11/15/2019 0.00 2,250,000.00
FI 912828M49 1.875%US TREASURY N/B 10/31/2022 0.00 1,500,000.00
FI 912828M98 1.625%US TREASURY N/B 11/30/2020 0.00 4,798,000.00
FI 912828N48 1.750%US TREASURY N/B 12/31/2020 0.00 8,869,000.00
FI 912828N89 1.375%US TREASURY N/B 1/31/2021 0.00 18,006,000.00
FI 912828NT3 2.625%US TREASURY N/B 8/15/2020 0.00 18,242,000.00
FI 912828P46 1.625%US TREASURY N/B 2/15/2026 0.00 152,588,000.00
FI 912828P95 1.000%US TREASURY N/B 3/15/2019 0.00 3,918,000.00
FI 912828PC8 2.625%US TREASURY N/B 11/15/2020 0.00 24,000,000.00
FI 912828PX2 3.625%US TREASURY N/B 2/15/2021 0.00 750,000.00
FI 912828R28 1.625%US TREASURY N/B 4/30/2023 0.00 4,563,000.00
FI 912828R36 1.625%US TREASURY N/B 5/15/2026 0.00 130,883,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 25 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 912828R44 0.875%US TREASURY N/B 5/15/2019 0.00 6,000,000.00
FI 912828R69 1.625%US TREASURY N/B 5/31/2023 0.00 30,200,000.00
FI 912828R85 0.875%US TREASURY N/B 6/15/2019 0.00 58,095,000.00
FI 912828S27 1.125%US TREASURY N/B 6/30/2021 0.00 6,900,000.00
FI 912828S35 1.375%US TREASURY N/B 6/30/2023 0.00 17,963,000.00
FI 912828S43 0.750%US TREASURY N/B 7/15/2019 0.00 83,760,000.00
FI 912828S76 1.125%US TREASURY N/B 7/31/2021 0.00 48,630,000.00
FI 912828S92 1.250%US TREASURY N/B 7/31/2023 0.00 450,000.00
FI 912828SH4 1.375%US TREASURY N/B 2/28/2019 0.00 750,000.00
FI 912828SV3 1.750%US TREASURY N/B 5/15/2022 0.00 2,882,000.00
FI 912828T26 1.375%US TREASURY N/B 9/30/2023 0.00 53,664,000.00
FI 912828T34 1.125%US TREASURY N/B 9/30/2021 0.00 10,700,000.00
FI 912828T59 1.000%US TREASURY N/B 10/15/2019 0.00 16,250,000.00
FI 912828T67 1.250%US TREASURY N/B 10/31/2021 0.00 33,100,000.00
FI 912828T91 1.625%US TREASURY N/B 10/31/2023 0.00 165,007,000.00
FI 912828TC4 1.000%US TREASURY N/B 6/30/2019 0.00 5,700,000.00
FI 912828TJ9 1.625%US TREASURY N/B 8/15/2022 0.00 1,500,000.00
FI 912828TN0 1.000%US TREASURY N/B 8/31/2019 0.00 12,170,000.00
FI 912828TR1 1.000%US TREASURY N/B 9/30/2019 0.00 4,272,000.00
FI 912828U24 2.000%US TREASURY N/B 11/15/2026 0.00 87,667,000.00
FI 912828U32 1.000%US TREASURY N/B 11/15/2019 0.00 81,800,000.00
FI 912828U57 2.125%US TREASURY N/B 11/30/2023 0.00 19,200,000.00
FI 912828U65 1.750%US TREASURY N/B 11/30/2021 0.00 24,350,000.00
FI 912828U73 1.375%US TREASURY N/B 12/15/2019 0.00 98,769,000.00
FI 912828U81 2.000%US TREASURY N/B 12/31/2021 0.00 23,450,000.00
FI 912828UF5 1.125%US TREASURY N/B 12/31/2019 0.00 124,150,000.00
FI 912828UN8 2.000%US TREASURY N/B 2/15/2023 0.00 7,052,000.00
FI 912828UQ1 1.250%US TREASURY N/B 2/29/2020 0.00 6,750,000.00
FI 912828UV0 1.125%US TREASURY N/B 3/31/2020 0.00 5,000,000.00
FI 912828V23 2.250%US TREASURY N/B 12/31/2023 0.00 34,950,000.00
FI 912828V31 1.375%US TREASURY N/B 1/15/2020 0.00 74,870,000.00
FI 912828V72 1.875%US TREASURY N/B 1/31/2022 0.00 1,300,000.00
FI 912828V80 2.250%US TREASURY N/B 1/31/2024 0.00 1,800,000.00
FI 912828V98 2.250%US TREASURY N/B 2/15/2027 0.00 1,200,000.00
FI 912828VB3 1.750%US TREASURY N/B 5/15/2023 0.00 112,400,000.00
FI 912828VF4 1.375%US TREASURY N/B 5/31/2020 0.00 13,176,000.00
FI 912828VV9 2.125%US TREASURY N/B 8/31/2020 0.00 69,700,000.00
FI 912828VZ0 2.000%US TREASURY N/B 9/30/2020 0.00 4,552,000.00
FI 912828W22 1.375%US TREASURY N/B 2/15/2020 0.00 47,690,000.00
FI 912828W30 1.125%US TREASURY N/B 2/28/2019 0.00 750,000.00
FI 912828W48 2.125%US TREASURY N/B 2/29/2024 0.00 19,565,000.00
FI 912828WC0 1.750%US TREASURY N/B 10/31/2020 0.00 15,800,000.00
FI 912828WG1 2.250%US TREASURY N/B 4/30/2021 0.00 4,875,000.00
FI 912828WJ5 2.500%US TREASURY N/B 5/15/2024 0.00 300,000.00
FI 912828WS5 1.625%US TREASURY N/B 6/30/2019 0.00 42,287,000.00
FI 912828WY2 2.250%US TREASURY N/B 7/31/2021 0.00 2,486,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 26 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 912828WZ9 1.750%US TREASURY N/B 4/30/2022 0.00 5,600,000.00
FI 912828X47 1.875%US TREASURY N/B 4/30/2022 0.00 5,000,000.00
FI 912828X70 2.000%US TREASURY N/B 4/30/2024 0.00 1,570,000.00
FI 912828XD7 1.875%US TREASURY N/B 5/31/2022 0.00 12,600,000.00
FI 912828XQ8 2.000%US TREASURY N/B 7/31/2022 0.00 2,600,000.00
FI 912828XS4 1.250%US TREASURY N/B 5/31/2019 0.00 4,500,000.00
FI 913017BJ7 5.400%UNITED TECHNOLOGIES CORP 5/1/2035 0.00 8,000,000.00
FI 913017BV0 3.100%UNITED TECHNOLOGIES CORP 6/1/2022 0.00 10,000,000.00
FI 913017CM9 1.900%UNITED TECHNOLOGIES CORP 5/4/2020 0.00 16,013,000.00
FI 91324PCM2 2.700%UNITEDHEALTH GROUP INC 7/15/2020 0.00 5,000,000.00
FI 91324PCP5 3.750%UNITEDHEALTH GROUP INC 7/15/2025 0.00 5,000,000.00
FI 91324PDC3 1.950%UNITEDHEALTH GROUP INC 10/15/2020 0.00 7,000,000.00
FI 91324PDD1 2.375%UNITEDHEALTH GROUP INC 10/15/2022 0.00 7,000,000.00
FI 91324PDE9 2.950%UNITEDHEALTH GROUP INC 10/15/2027 0.00 7,000,000.00
FI 91324PDF6 3.750%UNITEDHEALTH GROUP INC 10/15/2047 0.00 7,000,000.00
FI 92276MAW5 4.750%VENTAS REALTY LP/CAP CRP 6/1/2021 0.00 10,000,000.00
FI 92277GAD9 3.750%VENTAS REALTY LP 5/1/2024 0.00 5,000,000.00
FI 92343VCK8 4.862%VERIZON COMMUNICATIONS 8/21/2046 0.00 2,833,000.00
FI 92343VCM4 5.012%VERIZON COMMUNICATIONS 8/21/2054 0.00 10,000,000.00
FI 92343VCV4 4.272%VERIZON COMMUNICATIONS 1/15/2036 0.00 8,230,000.00
FI 92343VCX0 4.522%VERIZON COMMUNICATIONS 9/15/2048 0.00 5,119,000.00
FI 92343VCZ5 4.672%VERIZON COMMUNICATIONS 3/15/2055 0.00 6,233,000.00
FI 92343VDU5 5.250%VERIZON COMMUNICATIONS 3/16/2037 0.00 5,000,000.00
FI 92343VEQ3 4.329%VERIZON COMMUNICATIONS 9/21/2028 0.00 22,340,000.00
FI 92826CAB8 2.200%VISA INC 12/14/2020 0.00 7,000,000.00
FI 92826CAC6 2.800%VISA INC 12/14/2022 0.00 10,000,000.00
FI 92826CAF9 4.300%VISA INC 12/14/2045 0.00 10,000,000.00
FI 92857WBC3 2.950%VODAFONE GROUP PLC 2/19/2023 0.00 10,000,000.00
FI 92857WBH2 3.750%VODAFONE GROUP PLC 1/16/2024 0.00 5,000,000.00
FI 92857WBJ8 4.125%VODAFONE GROUP PLC 5/30/2025 0.00 3,000,000.00
FI 92857WBK5 4.375%VODAFONE GROUP PLC 5/30/2028 0.00 7,000,000.00
FI 92857WBL3 5.000%VODAFONE GROUP PLC 5/30/2038 0.00 5,000,000.00
FI 92857WBM1 5.250%VODAFONE GROUP PLC 5/30/2048 0.00 7,000,000.00
FI 92935JBC8 4.869%WFRBS 2011-C2 A4 2/15/2044 30,000,000.00 29,206,238.82
FI 92936CAJ8 4.902%WFRBS 2011-C4 A4 6/15/2044 10,000,000.00 10,000,000.00
FI 92936QAG3 3.440%WFRBS 2012-C6 A4 4/15/2045 3,150,000.00 3,150,000.00
FI 92939UAA4 3.375%WEC ENERGY GROUP INC 6/15/2021 0.00 7,000,000.00
FI 92976GAJ0 6.600%WELLS FARGO (WACHOVIA SUB BANK) 1/15/2038 0.00 6,000,000.00
FI 931142DU4 2.350%WAL-MART STORES INC 12/15/2022 0.00 15,000,000.00
FI 931142DV2 2.650%WAL-MART STORES INC 12/15/2024 0.00 10,000,000.00
FI 931142DW0 3.625%WAL-MART STORES 12/15/2047 0.00 5,000,000.00
FI 931142DY6 1.750%WAL-MART STORES 10/9/2019 0.00 8,000,000.00
FI 931142EA7 1.900%WAL-MART STORES 12/15/2020 0.00 15,000,000.00
FI 931427AC2 4.800%WALGREENS BOOTS ALLIANCE 11/18/2044 0.00 5,000,000.00
FI 931427AF5 3.300%WALGREENS BOOTS ALLIANCE 11/18/2021 0.00 5,000,000.00
FI 931427AH1 3.800%WALGREENS BOOTS ALLIANCE 11/18/2024 0.00 10,250,000.00
Portfolio
Fixed Income Securities Reportas of 7/31/2018
STATE TEACHERSRETIREMENT SYSTEMOF OHIO
8/6/2018 8:00:21AMIRFISEC001Page 27 of 27
CouponCusip Maturity Original Face ParInvestment DescriptionFI 931427AQ1 3.450%WALGREENS BOOTS ALLIANCE 6/1/2026 0.00 5,000,000.00
FI 949746RW3 3.000%WELLS FARGO & COMPANY 4/22/2026 0.00 10,000,000.00
FI 949746SK8 3.069%WELLS FARGO & COMPANY 1/24/2023 0.00 20,000,000.00
FI 949746SP7 3.285%WELLS FARGO & COMPANY 2/11/2022 0.00 30,000,000.00
FI 94974BFR6 3.000%WELLS FARGO & COMPANY 1/22/2021 0.00 12,000,000.00
FI 94980VAG3 5.950%WELLS FARGO BANK NA 8/26/2036 0.00 1,000,000.00
FI 949834AA3 6.000%WFMBS 2007-14 1A1 10/25/2037 45,000,000.00 2,772,103.67
FI 94988J5G8 2.150%WELLS FARGO BANK NA 12/6/2019 0.00 10,000,000.00
FI 95000U2A0 3.584%WELLS FARGO & COMPANY 5/22/2028 0.00 10,000,000.00
FI 963320AQ9 2.400%WHIRLPOOL CORP 3/1/2019 0.00 1,000,000.00
FI 96950FAJ3 3.350%WILLIAMS PARTNERS LP 8/15/2022 0.00 5,000,000.00
FI 976657AK2 2.450%WISCONSIN ENERGY CORP 6/15/2020 0.00 7,000,000.00
FI 976657AL0 3.550%WISCONSIN ENERGY CORP 6/15/2025 0.00 7,000,000.00
FI 98161TAB1 1.610%WOART 2017-B A2A 2/16/2021 18,000,000.00 12,975,238.84
FI 98161TAD7 1.950%WOART 2017-B A3 2/15/2023 8,500,000.00 8,500,000.00
FI 982526AQ8 3.375%WM WRIGLEY JR CO 10/21/2020 0.00 5,000,000.00
FI 982526AV7 2.900%WM WRIGLEY JR CO 10/21/2019 0.00 5,000,000.00
FI 98389BAM2 4.700%XCEL ENERGY (CALL 11/15/19) 5/15/2020 0.00 13,000,000.00
FI 98978VAB9 3.250%ZOETIS INC 2/1/2023 0.00 10,500,000.00
FI SL-FI 0.000%SEC LEND INC-FI 1/1/2030 0.00 0.01